A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations
DOI10.1081/STA-120037440zbMATH Open1135.62370OpenAlexW2158617440MaRDI QIDQ3155353FDOQ3155353
Authors: Shelton Peiris, C. R. Rao 
Publication date: 14 January 2005
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120037440
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Cites Work
- Linear Statistical Inference and its Applications
- Tail Probability Approximations
- On testing for serial correlation in large numbers of small samples
- Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
- Analysis of short time series with an over-dispersion model
- A time series model with random coefficients
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- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
- Saddlepoint approximation methods for testing of serial correlation in panel time series data
- Title not available (Why is that?)
- Testing serial correlations in high-dimensional time series via extreme value theory
- On testing for serial correlation in large numbers of small samples
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