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papers
Publications (2)
math.ST
2011
A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
Bernard Bercu, Frederic Proia
math.PR
2012
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Bernard Bercu, Frederic Proia, Nicolas Savy