On the distribution of the sample autocorrelation coefficients
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference34 articles.
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3. Computing p-values for the generalized Durbin–Watson and other invariant test statistics;Ansley;Journal of Econometrics,1992
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5. Exact general-lag serial correlation moments and approximate low-lag partial correlation moments for Gaussian white noise;Anderson;Journal of Time Series Analysis,1993
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