ESAIM: Probability and Statistics (ESAIM: P&S)

Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process

S. Valère Bitseki Penda, Hacène Djellout and Frédéric Proïa

ESAIM: PS, 18 (2014) 308-331

Published online: 03 October 2014

DOI: 10.1051/ps/2013038

S. Valère Bitseki Penda

Hacène Djellout

Frédéric Proïa

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