An Approximation for the Distribution of the von Neumann Ratio

DOI10.2307/1267792zbMath0462.62018OpenAlexW4251529244MaRDI QIDQ3911855

Christopher Bingham, Lloyd S. Nelson

Publication date: 1981

Published in: Technometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1267792

zbMATH Keywords

test of independencevon Neumann ratiomean square successive differencedistribution of serial correlation coefficient

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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