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Approximate Moments for the Serial Correlation Coefficient

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Publication:3250963
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DOI10.1214/aoms/1177706896zbMath0082.13802OpenAlexW1987676787MaRDI QIDQ3250963

John S. White

Publication date: 1957

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177706896


zbMATH Keywords

statistics



Related Items (4)

Expectation of quadratic forms in normal and nonnormal variables with applications ⋮ Estimation in a first order autoregressive scheme with non—normal stable disturbances ⋮ Exact moments of a ratio of two positive quadratic forms in normal variables ⋮ Moments of a ratio of two positive quadratic forms in normal variables




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