An Approximation for the Distribution of the von Neumann Ratio

DOI10.2307/1267792MaRDI QIDQ3911855zbMATH OpenOpenAlexFDO

Authors Christopher Bingham, Lloyd S. Nelson

Publication date 1981

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1267792

zbMATH Keywords

distribution of serial correlation coefficientmean square successive differencetest of independencevon Neumann ratio

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(4)

• The mathematical expectation of sample variance: a general approach
• Heteroscedasticity detection and estimation with quantile difference method
• Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior
• A pioneering study on discrete cosine transform

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