The null distribution of sample serial correlation coefficient

DOI10.1007/S00477-001-0086-9zbMATH Open1030.62009OpenAlexW1980737933MaRDI QIDQ1864465FDOQ1864465

Authors: Yanyan Li 

Publication date: 18 March 2003

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-001-0086-9

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zbMATH Keywords

tables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cited In (2)

• A bivariate Pareto model for drought
• The Sampling Distribution of the Serial Correlation Coefficient

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