The Joint Distribution of Serial Correlation Coefficients

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DOI10.1214/AOMS/1177729948MaRDI QIDQ5793109zbMATH OpenOpenAlexFDO

Authors M. H. Quenouille

Publication date 1949

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177729948

zbMATH Keywords

Cited in

(2)

Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE

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