Pages that link to "Item:Q3238789"

The following pages link to THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS (Q3238789):

Displaying 19 items.

• Relative errors for bootstrap approximations of the serial correlation coefficient (Q355131) (← links)
• Properties of generalized Levinson-Durbin-Whittle sequences (Q928914) (← links)
• Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
• Uniform saddlepoint approximations for ratios of quadratic forms (Q1002579) (← links)
• Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
• Berry-Esseen theorems for quadratic forms of Gaussian stationary processes (Q1062347) (← links)
• On some properties of positive definite Toeplitz matrices and their possible applications (Q1112144) (← links)
• A large deviation limit theorem for multivariate distributions (Q1240957) (← links)
• Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564) (← links)
• Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference (Q1644254) (← links)
• On the parametrization of autoregressive models by partial autocorrelations (Q2265777) (← links)
• Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
• Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
• Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression (Q2513928) (← links)
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704) (← links)
• THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707) (← links)
• ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS (Q4727185) (← links)
• ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS (Q4748989) (← links)
• Approximation to the moments of ratios of cumulative sums (Q5166418) (← links)