Moments of the Ratio of the Mean Square Successive Difference to the Mean Square Difference in Samples From a Normal Universe
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Publication:5779814
DOI10.1214/AOMS/1177731756zbMATH Open0025.20002OpenAlexW2000282965WikidataQ93652091 ScholiaQ93652091MaRDI QIDQ5779814FDOQ5779814
Author name not available (Why is that?)
Publication date: 1941
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177731756
Cited In (8)
- Simple diagnostic tools for inverstigating linear trends in time series
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points
- Heteroscedasticity detection and estimation with quantile difference method
- Asymptotic expansions for the moments of serial correlation coefficients
- Simple diagnostic tools for inverstigating linear trends in time series
- Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
- Operational ridge regression estimators under the prediction goal
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