The Sampling Distribution of the Serial Correlation Coefficient (Q4862769)
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scientific article; zbMATH DE number 843752
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| default for all languages | No label defined |
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| English | The Sampling Distribution of the Serial Correlation Coefficient |
scientific article; zbMATH DE number 843752 |
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The Sampling Distribution of the Serial Correlation Coefficient (English)
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4 June 1996
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lag-k serial covariance
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Monte Carlo studies
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approximate distribution
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cumulants
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Gaussian white-noise process
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serial correlation coefficient
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trigonometric functions
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moments
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Pearson curves
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0.94860655
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0.9242796
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0.9012896
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