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

页码：724 / 730

页数：7

共 10 条

[1] Distribution of the serial correlation coefficient
Anderson, RL
[J]. 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
GEISSER, S
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (03): : 819 - 824
[6] INVERSION FORMULAE FOR THE DISTRIBUTION OF RATIOS
GURLAND, J
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (02): : 228 - 237
[7] NOTE ON THE DISTRIBUTION OF THE SERIAL CORRELATION COEFFICIENT
MADOW, WG
[J]. 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
Von Neumann, J
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 86 - 88
[9] Distribution of the ratio of the mean square successive difference to the variance
von Neumann, J
[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
Williams, JD
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 : 239 - 241