An approximate distribution of a noncircular serial correlation coefficient

DOI10.1093/biomet/59.1.79zbMath0245.62022OpenAlexW2066789735MaRDI QIDQ5657515

T. A. Ramasubban

Publication date: 1972

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/59.1.79

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Estimation in a first order autoregressive scheme with non—normal stable disturbances ⋮ HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES

This page was built for publication: An approximate distribution of a noncircular serial correlation coefficient