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The Joint Distribution of Serial Correlation Coefficients

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Publication:5793109
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DOI10.1214/aoms/1177729948zbMath0035.21603OpenAlexW2062507598MaRDI QIDQ5793109

M. H. Quenouille

Publication date: 1949

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

Full work available at URL: https://doi.org/10.1214/aoms/1177729948


zbMATH Keywords

Statistics



Related Items (2)

EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE ⋮ Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process




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