On the distribution of the sample autocorrelation coefficients (Q2630152): Difference between revisions

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+Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
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+Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
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+EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE
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+Significance levels of the Box-Pierce portmanteau statistic in finite samples
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+Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
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+Some robust exact results on sample autocorrelations and tests of randomness
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+Generalized portmanteau statistics and tests of randomness
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+Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness''
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+Note on the inversion theorem
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+Expectations of products of quadratic forms in normal variables
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+Computing the distribution of quadratic forms in normal variables
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+From moments of sum to moments of product
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+Testing for randomness against autocorrelation: Alternative tests
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+On the finite-sample distribution of modified portmanteau tests for radomness of a Gaussian time series
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+IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
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+The moments of products of quadratic forms in normal variables
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+The expectation of products of quadratic forms in normal variables: the practice
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+Rank correlation and product-moment correlation
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+The Sampling Distribution of the Serial Correlation Coefficient
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+On the eigenvalue problem for Toeplitz band matrices
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