SOME THEOREMS ON TIME SERIES .2. THE SIGNIFICANCE OF THE SERIAL CORRELATION COEFFICIENT

被引：56
作者：
MORAN, PAP
机构：
来源：
BIOMETRIKA | 1948年 / 35卷 / 3-4期
关键词：
D O I：
10.1093/biomet/35.3-4.255
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
引用
收藏
页码：255 / 260
页数：6
相关论文
共 11 条
[1]   Distribution of the serial correlation coefficient [J].
Anderson, RL .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :1-13
[2]   Further contributions to the problem of serial correlation [J].
Dixon, WJ .
ANNALS OF MATHEMATICAL STATISTICS, 1944, 15 :119-144
[3]   Statistical seminvariants and their setimates with particular emphasis on their relation to algebraic invariants [J].
Dressel, PL .
ANNALS OF MATHEMATICAL STATISTICS, 1940, 11 :33-57
[4]  
Fisher R. A., 1928, P LOND MATH SOC, V30, P199
[5]   The moments of the distribution for normal samples of measures of departure from normality [J].
Fisher, RA .
PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-CONTAINING PAPERS OF A MATHEMATICAL AND PHYSICAL CHARACTER, 1930, 130 (812) :16-28
[6]   On a formula for the product-moment coefficient of any order of a normal frequency distribution in any number of variables [J].
Isserlis, L .
BIOMETRIKA, 1918, 12 :134-139
[7]   Serial correlation and quadratic forms in normal variables [J].
Koopmans, T .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :14-33
[8]   NOTE ON THE DISTRIBUTION OF THE SERIAL CORRELATION COEFFICIENT [J].
MADOW, WG .
ANNALS OF MATHEMATICAL STATISTICS, 1945, 16 (03) :308-310
[9]  
ORCUTT GH, 1948, J ROY STAT SOC B, V10, P1
[10]   ON THE DISTRIBUTION OF THE SERIAL CORRELATION COEFFICIENT [J].
RUBIN, H .
ANNALS OF MATHEMATICAL STATISTICS, 1945, 16 (02) :211-215
12