Distribution of sample mean when observations are correlated

DOI10.1080/03610928708829442zbMath0615.62019OpenAlexW2061846088MaRDI QIDQ4722998

Mukhtar M. Ali

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829442

zbMATH Keywords

correlationtablesrate of convergenceHermite polynomialsCornish-Fisher expansionsample meanstationary linear processautoregressive-moving-average process

Mathematics Subject Classification ID

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

Cites Work

• The Percentile Points of Distributions Having Known Cumulants
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Effect of Non-Normality on Inferences about Variance Components
• Asymptotic Expansions for a Class of Distribution Functions
• Unnamed Item

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