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A Note on the Test of Serial Correlation Coefficients

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Publication:5825442
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DOI10.1214/aoms/1177729700zbMath0054.06103OpenAlexW2079134936MaRDI QIDQ5825442

Masami Ogawara

Publication date: 1951

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

Full work available at URL: https://doi.org/10.1214/aoms/1177729700

zbMATH Keywords

statistics



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Estimation of the order of autoregressive process, A note on a prediction interval for a first-order Gauss Markov process, On the impact of the tests for serial correlation upon the test of significance for the regression coefficient, Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes



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