THE APPROXIMATE DISTRIBUTION OF PARTIAL SERIAL-CORRELATION COEFFICIENTS CALCULATED FROM RESIDUALS FROM REGRESSION ON FOURIER-SERIES
成果类型：
Article
署名作者：
DURBIN, J
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2335476
发表日期：
1980
页码：
335349
关键词：
摘要：
Approximations are found to the joint distributions of noncircular and circular partial serial correlation coefficients calculated from residuals from regression on Fourier series. Results for coefficients calculated from deviations from the true mean and from the sample mean are obtained as special cases. When the observations are independent the partial coefficients are approximately independently distributed in .beta.- distributions that are the same for all odd-order coefficients and the same for all even-order coefficients. The approximations are of 3rd-order accuracy in the sense that the error is of order n-3/2. They were obtained by a technique previously developed (Durbin, 1980).
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