Serial Correlation and Quadratic Forms in Normal Variables

Cited in

(19)

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Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al
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
A handling tool to estimate upper bounds of environmental fluctuations
A note on maximum likelihood estimation for the first-order autoregressive process
Asymptotic expansions for the moments of serial correlation coefficients
The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions
On the distribution of linear combinations of the components of a Dirichlet random vector
The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES
Fast, closed-form, and efficient estimators for hierarchical models with AR(1) covariance and unequal cluster sizes
Trygve Haavelmo at the Cowles Commission
The primary process of a smoothing relation
The primary process of a smoothing relation
Efficient approximation of global population dynamic models through statistical inference using local data
The Moran coefficient for non-normal data

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