Further Contributions to the Problem of Serial Correlation

DOI10.1214/AOMS/1177731279MaRDI QIDQ5836452zbMATH OpenOpenAlexWikidataFDO

Authors W. J. Dixon

Publication date 1944

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177731279

zbMATH Keywords

statistics

Cited in

(7)

• Differencing of random walks and near random walks
• Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model
• Einige Bemerkungen zu einem Beitrag zur Zeitreihenanalyse von H. Strecker
• The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES
• THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN
• Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions

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