TESTS OF HYPOTHESES IN THE LINEAR AUTOREGRESSIVE MODEL .1. NULL HYPOTHESIS DISTRIBUTIONS IN THE YULE SCHEME

被引：19

作者：

JENKINS, GM

机构：

来源：

关键词：

D O I：

10.1093/biomet/41.3-4.405

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：405 / 419

页数：15

共 10 条

[1] Further contributions to the problem of serial correlation [J].

Dixon, WJ .

ANNALS OF MATHEMATICAL STATISTICS, 1944, 15 :119-144

[2] AN ANGULAR TRANSFORMATION FOR THE SERIAL CORRELATION COEFFICIENT [J].

JENKINS, GM .

[3] NOTE ON THE DISTRIBUTION OF THE SERIAL CORRELATION COEFFICIENT [J].

MADOW, WG .

ANNALS OF MATHEMATICAL STATISTICS, 1945, 16 (03) :308-310

MORAN, PAP .

[5]

QUENOUILLE MH, 1949, J ROY STAT SOC B, V11, P68

QUENOUILLE, MH .

[7]

QUENOUILLE MH, 1949, ANN MATH STATIST, V19, P561

[8]

Rao SR, 1951, SANKHYA, V11, P239

[9] TESTS OF FIT IN TIME SERIES [J].

WHITTLE, P .

Yule, GU .