Estimation in a first order autoregressive scheme with non—normal stable disturbances (Q4160283): Difference between revisions

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+https://doi.org/10.1080/00949657708810166
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+W2005833508
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+Distribution of the Serial Correlation Coefficient
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+On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
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+Tables of finite-mean nonsymmetric stable distributions as computed from their convergent and asymptotic series<sup>†</sup>
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+Q5829358
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+Autoregressive processes with infinite variance
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+Computing the distribution of quadratic forms in normal variables
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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+The moments of the Leipnik distribution
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+On the Estimation of Autocorrelation in time Series
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+Uniform Random Number Generators
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+BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
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+Rank correlation and product-moment correlation
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+Testing for serial correlation with exponentially distributed variates
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+First Order Autoregression: Inference, Estimation, and Prediction
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+An approximate distribution of a noncircular serial correlation coefficient
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+Approximate Moments for the Serial Correlation Coefficient
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+Asymptotic expansions for the mean and variance of the serial correlation coefficient
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