Approximate tests of correlation in time-series 3
作者： M. H. Quenouille
DOI: 10.1017/S0305004100025123
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摘要: … (2), but the confidence limits will be asymmetrical, ie the probability of exceeding the upper limit will not be equal to the probability of falling short of the lower limit. This asymmetrjr …
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sci-hub.se 参考文章(3)
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William G. Madow, Note on the Distribution of the Serial Correlation Coefficient Annals of Mathematical Statistics. ,vol. 16, pp. 308- 310 ,(1945) , 10.1214/AOMS/1177731096
Wilfrid J. Dixon, Further Contributions to the Problem of Serial Correlation Annals of Mathematical Statistics. ,vol. 15, pp. 119- 144 ,(1944) , 10.1214/AOMS/1177731279