An approximate distribution of a noncircular serial correlation coefficient

DOI10.1093/BIOMET/59.1.79MaRDI QIDQ5657515zbMATH OpenOpenAlexFDO

Authors 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)

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

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