Serial Correlation and Quadratic Forms in Normal Variables
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Publication:5836451
DOI10.1214/AOMS/1177731639zbMATH Open0060.31002OpenAlexW2028488313WikidataQ56485947 ScholiaQ56485947MaRDI QIDQ5836451FDOQ5836451
Authors: T. Koopmans 
Publication date: 1942
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177731639
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- Trygve Haavelmo at the Cowles Commission
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- 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
- Asymptotic expansions for the moments of serial correlation coefficients
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model
- 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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