An approximate distribution of a noncircular serial correlation coefficient

DOI10.1093/BIOMET/59.1.79zbMATH Open0245.62022OpenAlexW2066789735MaRDI QIDQ5657515FDOQ5657515

T. A. Ramasubban

Publication date: 1972

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/59.1.79

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cited In (2)

• Estimation in a first order autoregressive scheme with non—normal stable disturbances
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES

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