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Edgeworth and saddlepoint approximations in the first-order noncircular autoregression

BiometrikaPublished 1 January 1978
P. C. B. Phillips
Citations94
SJR quartileQ1
SJR score3.60
SNIP2.67

Abstract

Journal Article Edgeworth and saddlepoint approximations in the first-order noncircular autoregression Get access P. C. B. PHILLIPS P. C. B. PHILLIPS Department of Economics, University of Birmingham Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 65, Issue 1, April 1978, Pages 91–98, https://doi.org/10.1093/biomet/65.1.91 Published: 01 April 1978 Article history Received: 01 May 1977 Revision received: 01 October 1977 Published: 01 April 1978

Keywords

MathematicsDecision Sciences