Distribution of the Ratio of the Mean Square Successive Difference to the Variance
From MaRDI portal
Publication:5836327
DOI10.1214/AOMS/1177731677zbMATH Open0060.29911OpenAlexW1976761149WikidataQ56050009 ScholiaQ56050009MaRDI QIDQ5836327FDOQ5836327
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/1177731677
Cited In (only showing first 100 items - show all)
- Spatial circulants, with applications
- Automated and distributed statistical analysis of economic agent-based models
- Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
- A pioneering study on discrete cosine transform
- Difference-based Methods for Truncating the Singular Value Decomposition
- Localized Fourier analysis for graph signal processing
- Two-stage variational mode decomposition approach to enhance the estimates of variance function
- Inference on variance components of autocorrelated sequences in the presence of drift
- Statistical Analysis of Random Objects Via Metric Measure Laplacians
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary
- The mathematical expectation of sample variance: a general approach
- Rayleigh quotient and left eigenvalues of quaternionic matrices
- Testing for residual correlation of any order in the autoregressive process
- Autokorrelationstests und autoregressive Schätzverfahren
- Optimal estimation of variance in nonparametric regression with random design
- How do mobility restrictions and social distancing during COVID-19 affect oil price?
- A multivariate generalization of von neumann's ratio
- Determinants of high crude oil price: a nonstationary extreme value approach
- Some new model selection criteria in simple regression
- Robustness of measures of common cause sigma in presence of data correlation
- The non-linear relationship between randomness and scaling properties such as fractal dimensions and Hurst exponent in distributed signals
- Sums and ratios for beta Stacy distribution
- On the \(\ell^\infty\)-norms of the singular vectors of arbitrary powers of a difference matrix with applications to sigma-delta quantization
- MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS
- Irregularities inX(Y) fromY(X) in linear calibration
- Comparison of difference based variance estimators for partially linear models
- Can deep learning distinguish chaos from noise? Numerical experiments and general considerations
- A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap
- Relations between generalised Wishart matrices, the Muttalib-Borodin model and matrix spherical functions
- Comparative study of residual variance estimators constructed without or with the presence of atypical values: case of the partially linear model
- Title not available (Why is that?)
- Variance estimation in nonparametric regression with jump discontinuities
- Simple diagnostic tools for inverstigating linear trends in time series
- A simple and fast representation space for classifying complex time series
- Beyond optimal disturbances: a statistical framework for transient growth
- Assessing self organizing maps via contiguity analysis
- Regression function and noise variance tracking methods for data streams with concept drift
- Error variance estimation for the partially linear model
- Tests and Diagnostic Plots for Detecting Lack‐of‐Fit for Circular‐Linear Regression Models
- Statistical dependence: beyond Pearson's \(\rho\)
- Inference for Local Parameters in Convexity Constrained Models
- The n.s. conditions for the ration of two quadratic forms to have an f-distribution and its applications
- Consistent estimation of linear regression models using matched~data
- Straight-line models in star-shaped mixtures
- Difference-based variance estimator for nonparametric regression in complex surveys
- On a new test for autocorrelation in regression models under nonnormality
- Lack-of-fit tests based on weighted ratio of residuals and variances
- Legendre duality of spherical and Gaussian spin glasses
- A nonparametric hypothesis test for heteroscedasticity
- Regional residual plots for assessing the fit of linear regression models
- Simple diagnostic tools for inverstigating linear trends in time series
- Conditional variance model checking
- Anomalies in the analysis of calibrated data
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points
- The Bessel ratio distribution
- Goodness-of-fit testing in interval censoring case 1
- Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior
- Non-parametric estimation of residual moments and covariance
- A family of matrices, the discretized Brownian bridge, and distance-based regression
- COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
- Products of random matrices: dimension and growth in norm
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
- A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
- Methods for describing ordinal data with cardinal models
- Linear unbiased approximators of the disturbances in the standard linear model
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression
- Products, and ratios for a bivariate gamma distribution
- A consistent nonparametric test for serial independence
- Testing goodness of fit of polynomial models via spline smoothing techniques
- Heteroscedasticity detection and estimation with quantile difference method
- How can we Define the Concept of Long Memory? An Econometric Survey
- Exact moments of a ratio of two positive quadratic forms in normal variables
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
- Homogenization of climate data: review and new perspectives using geostatistics
- A statistical process control approach to selecting a warm-up period for a discrete-event simulation
- Variance function estimation in multivariate nonparametric regression with fixed design
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
- Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
- Sums, products, and ratios for Freund's bivariate exponential distribution
- Test for heteroscedasticity in partially linear regression models
- Some recent developments in analysis of variance
- An approximation to the distribution of the ratio of two general quadratic forms with application
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions
- Near-optimal encoding for sigma-delta quantization of finite frame expansions
- Data-driven Thresholding in Denoising with Spectral Graph Wavelet Transform
- John von Neumann 1903-1957
- On sums of independent gamma eandom yariames
- On tests for detecting change in mean when variance is unknown
- Moments of a ratio of two positive quadratic forms in normal variables
- The distribution of quantum fidelities
- Difference-based variance estimation in nonparametric regression with repeated measurement data
- On coverage probability, independence and normality in batch means algorithms
- Fidelity of quantum operations
- Testing for no effect in nonparametric regression via spline smoothing techniques
- The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
- A wavelet-based spectral procedure for steady-state simulation analysis
- RANK TESTS FOR SERIAL DEPENDENCE
- The geometry of statistical efficiency and matrix statistics
This page was built for publication: Distribution of the Ratio of the Mean Square Successive Difference to the Variance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5836327)