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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