The approximate distribution of partial serial correlation coefficients calculated from residuals from regression on Fourier series
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Publication:3876822
DOI10.1093/BIOMET/67.2.335zbMath0436.62021OpenAlexW2011196533MaRDI QIDQ3876822
Publication date: 1980
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/67.2.335
saddlepoint approximationbeta distributionsautoregressive seriesFourier cosine regressionpartial serial correlation coefficients
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Trigonometric approximation (42A10)
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