THE DISTRIBUTION OF THE RATIOS OF CERTAIN QUADRATIC-FORMS IN TIME-SERIES

被引:7
作者
GEISSER, S
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1957年 / 28卷 / 03期
关键词
D O I
10.1214/aoms/1177706884
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:724 / 730
页数:7
相关论文
共 10 条
[1]   Distribution of the serial correlation coefficient [J].
Anderson, RL .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :1-13
[2]  
Anderson TW, 1948, SKAND AKTUARIETIDSKR, V31, P88
[3]  
ANDERSON TW, 1950, ANN MATH STATIST, V21, P59
[4]  
DURBIN J, 1951, ANN MATH STAT, V22, P446
[5]   THE MODIFIED MEAN-SQUARE SUCCESSIVE DIFFERENCE AND RELATED STATISTICS [J].
GEISSER, S .
ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (03) :819-824
[6]   INVERSION FORMULAE FOR THE DISTRIBUTION OF RATIOS [J].
GURLAND, J .
ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (02) :228-237
[7]   NOTE ON THE DISTRIBUTION OF THE SERIAL CORRELATION COEFFICIENT [J].
MADOW, WG .
ANNALS OF MATHEMATICAL STATISTICS, 1945, 16 (03) :308-310
[8]   A further remark concerning the distribution of the ratio of the mean square successive difference to the variance [J].
Von Neumann, J .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :86-88
[9]   Distribution of the ratio of the mean square successive difference to the variance [J].
von Neumann, J .
ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 :367-395
[10]   Moments of the ratio of the mean square successive difference to the mean square difference in samples from a normal universe [J].
Williams, JD .
ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 :239-241