Pages that link to "Item:Q2630152"

The following pages link to On the distribution of the sample autocorrelation coefficients (Q2630152):

Displaying 12 items.

• Some robust exact results on sample autocorrelations and tests of randomness (Q1074278) (← links)
• The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998) (← links)
• Convergence of the clipped sample autocorrelation and autocovariance (Q1299860) (← links)
• Data-driven portmanteau tests for time series (Q2084715) (← links)
• The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
• Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
• Sum of the sample autocorrelation function (Q3077691) (← links)
• On the estimation of the autocrrelation function (Q3084958) (← links)
• On SPC for Short Run Autocorrelated Data (Q4678900) (← links)
• The Sampling Distribution of the Serial Correlation Coefficient (Q4862769) (← links)
• Optimizing a basket against the efficient market hypothesis (Q5746739) (← links)
• A simple portmanteau test with data-driven truncation point (Q6567422) (← links)