2 papers
math.PR2014
A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking
Bernard Bercu, Bruno Portier, Victor Vazquez
We propose a new statistical test for the residual autocorrelation in ARX adaptive tracking. The introduction of a persistent excitation in the adaptive tracking control allows us…
math.ST2012
On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
Bernard Bercu, Bruno Portier, Victor Vazquez
A wide literature is available on the asymptotic behavior of the Durbin-Watson statistic for autoregressive models. However, it is impossible to find results on the Durbin-Watson s…