Note on the Distribution of the Serial Correlation Coefficient

DOI10.1214/AOMS/1177731096MaRDI QIDQ5836454zbMATH OpenOpenAlexWikidataFDO

Authors W. G. Madow

Publication date 1945

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

Full work available at URL https://doi.org/10.1214/aoms/1177731096

zbMATH Keywords

statistics

Cited in

(3)

• 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
• Bootstrap estimates of the sample bivariate autocorrelation and partial autocorrelation distributions

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