On the Distribution of Some Statistics Useful in the Analysis of Jointly Stationary Time Series
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Publication:4765890
DOI10.1214/aoms/1177698017zbMath0279.62027OpenAlexW2144299702MaRDI QIDQ4765890
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698017
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Inference from stochastic processes and spectral analysis (62M15)
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