The null distribution of sample serial correlation coefficient
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Publication:1864465
DOI10.1007/S00477-001-0086-9zbMath1030.62009OpenAlexW1980737933MaRDI QIDQ1864465
Publication date: 18 March 2003
Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00477-001-0086-9
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05)
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