Testing for serial correlation with exponentially distributed variates

DOI10.1093/BIOMET/54.3-4.395MaRDI QIDQ5550791zbMATH OpenOpenAlexFDO

Authors P. A. P. Moran

Publication date 1967

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/54.3-4.395

zbMATH Keywords

statistics

Cited in

(6)

• Some robust exact results on sample autocorrelations and tests of randomness
• On statistical methods in neuronal spike-train analysis
• Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
• Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
• Estimation in a first order autoregressive scheme with non—normal stable disturbances
• Computing moments of ratios of quadratic forms in normal variables

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