Approximate distributions for the various serial correlograms

DOI10.2307/3318663zbMath1066.62504OpenAlexW2078890400MaRDI QIDQ1283380

Ronald W. Butler, Marc S. Paolella

Publication date: 26 May 1999

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1173883818

zbMATH Keywords

saddlepoint approximationserial correlation: serial correlogram

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

Practical small sample inference for single lag subset autoregressive models ⋮ Computing moments of ratios of quadratic forms in normal variables ⋮ Uniform saddlepoint approximations for ratios of quadratic forms ⋮ Saddlepoint Approximations to the Density and the Distribution Functions of Linear Combinations of Ratios of Partial Sums

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