Note on the Distribution of the Serial Correlation Coefficient
From MaRDI portal
Publication:5836454
DOI10.1214/aoms/1177731096zbMath0060.31005OpenAlexW2038663556WikidataQ93660780 ScholiaQ93660780MaRDI QIDQ5836454
Publication date: 1945
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177731096
Related Items (3)
Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions ⋮ The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions ⋮ HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES
This page was built for publication: Note on the Distribution of the Serial Correlation Coefficient
