On the distribution of the sample autocorrelation coefficients (Q2630152)
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scientific article; zbMATH DE number 6606004
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| English | On the distribution of the sample autocorrelation coefficients |
scientific article; zbMATH DE number 6606004 |
Statements
On the distribution of the sample autocorrelation coefficients (English)
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25 July 2016
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sample autocorrelation coefficient
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finite sample distribution
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rank-one update
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0.8344907760620117
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0.7737752199172974
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0.7721602320671082
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0.7597962021827698
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0.7572028636932373
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