Distribution of sample mean when observations are correlated

DOI10.1080/03610928708829442MaRDI QIDQ4722998zbMATH OpenOpenAlexFDO

Authors Mukhtar M. Ali

Publication date 1987

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928708829442

zbMATH Keywords

autoregressive-moving-average processCornish-Fisher expansioncorrelationHermite polynomialsrate of convergencesample meanstationary linear processtables

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic Expansions for a Class of Distribution Functions
• Effect of Non-Normality on Inferences about Variance Components
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• The Percentile Points of Distributions Having Known Cumulants

Cited in

(3)

• THE EFFECTS OF CORRELATION AMONG OBSERVATIONS ON THE ACCURACY OF APPROXIMATING THE DISTRIBUTION OF SAMPLE MEAN BY ITS ASYMPTOTIC DISTRIBUTION1
• The effects of correlation among observations on the consistency property of sample variance
• scientific article; zbMATH DE number 4184809 (Why is no real title available?)

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