The Sampling Distribution of the Serial Correlation Coefficient (Q4862769)

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scientific article; zbMATH DE number 843752
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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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