The Sampling Distribution of the Serial Correlation Coefficient

DOI10.1080/01966324.1995.10737387zbMath0838.62014OpenAlexW2073592774WikidataQ58189847 ScholiaQ58189847MaRDI QIDQ4862769

Serge B. Provost, Edmund M. Rudiuk

Publication date: 4 June 1996

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1995.10737387

zbMATH Keywords

momentscumulantstrigonometric functionsMonte Carlo studiesPearson curvesapproximate distributionserial correlation coefficientGaussian white-noise processlag-k serial covariance

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Inference from stochastic processes (62M99)

Related Items (6)

On the distribution of linear combinations of the components of a Dirichlet random vector ⋮ On the distribution of the sample autocorrelation coefficients ⋮ The probability content of cones in isotropic random fields ⋮ The exact distribution of indefinite quadratic forms in noncentral normal vectors ⋮ Data-driven portmanteau tests for time series ⋮ Saddlepoint Approximations to the Density and the Distribution Functions of Linear Combinations of Ratios of Partial Sums

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• ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR
• Systems of Frequency Curves
• Linear Statistical Inference and its Applications

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