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Journal of Business & Economic Statistics Volume 2, 1984 - Issue 3
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Original Articles

Distributions of the Sample Autocorrelations When Observations Are From a Stationary Autoregressive-Moving-Average Process

Mukhtar M. Ali Department of Economics, University of Kentucky, Lexington, KY, 40506
Pages 271-278 | Published online: 02 Jul 2012

Citations (5)

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Read on this site (3)

Antonis Demos & Dimitra Kyriakopoulou. (2013) Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models. Communications in Statistics - Theory and Methods 42:10, pages 1713-1747.
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MukhtarM. Ali. (1989) Tests for Autocorrelation and Randomness in Multiple Time Series. Journal of the American Statistical Association 84:406, pages 533-540.
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MukhtarM. Ali. (1987) Durbin–Watson and Generalized Durbin–Watson Tests for Autocorrelations and Randomness. Journal of Business & Economic Statistics 5:2, pages 195-203.
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Articles from other publishers (2)

Raymond Kan. (2006) Exact Variance Ratio Test with Overlapping Data. SSRN Electronic Journal.
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Antonis Demos & Dimitra Kyriakopoulou. (2009) Asymptotic Expansions of MM-type and QML Estimators for the MA(1) with Mean Models. SSRN Electronic Journal.
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