Serial Correlation and Quadratic Forms in Normal Variables

Cited in

(18)

Fast, closed-form, and efficient estimators for hierarchical models with AR(1) covariance and unequal cluster sizes
Trygve Haavelmo at the Cowles Commission
Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al
The primary process of a smoothing relation
The Moran coefficient for non-normal data
Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
Evolution of model specific relative growth rate: its genesis and performance over Fisher's growth rates
The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions
Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model
Asymptotic expansions for the moments of serial correlation coefficients
The primary process of a smoothing relation
On comparison of relative growth rates under different environmental conditions with application to biological data
Goodness-of-fit testing for the Gompertz growth curve model
HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES
A note on maximum likelihood estimation for the first-order autoregressive process
The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
On the distribution of linear combinations of the components of a Dirichlet random vector
A handling tool to estimate upper bounds of environmental fluctuations

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