{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,10,16]],"date-time":"2023-10-16T10:06:31Z","timestamp":1697450791078},"reference-count":22,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":4577,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1996,8]]},"abstract":"<jats:p>The efficient method of numerical saddlepoint integration is described and applied to calculating the probability distribution of the maximum likelihood and Yule-Walker estimators of the correlation coefficient a of a first-order autoregressive normal time series with initial value either zero or nonzero when a finite number n of data are at hand. Stationary time series of the same type are also treated. Significance points are computed in a number of examples to show how, as n increases, the finite-sample distributions approach the asymptotic distributions that have appeared in the literature.<\/jats:p>","DOI":"10.1017\/s0266466600006812","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T11:39:09Z","timestamp":1236685149000},"page":"458-480","source":"Crossref","is-referenced-by-count":4,"title":["Calculating the Distribution of the Serial Correlation Estimator by Saddlepoint Integration"],"prefix":"10.1017","volume":"12","author":[{"given":"Carl W.","family":"Helstrom","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600006812_ref010","volume-title":"Quadratic Forms in Normal Random Variables.","author":"Mathai","year":"1992"},{"key":"S0266466600006812_ref001","volume-title":"Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables.","author":"Abramowitz","year":"1970"},{"key":"S0266466600006812_ref005","volume-title":"Elements of Signal Detection and Estimation.","author":"Helstrom","year":"1995"},{"key":"S0266466600006812_ref022","doi-asserted-by":"publisher","DOI":"10.1098\/rsta.1927.0007"},{"key":"S0266466600006812_ref007","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/48.3-4.419"},{"key":"S0266466600006812_ref013","doi-asserted-by":"publisher","DOI":"10.1017\/S026646660001241X"},{"key":"S0266466600006812_ref012","first-page":"281","article-title":"Distribution of the noncircular serial correlation coefficients","volume":"7","author":"Jie-Jian","year":"1968","journal-title":"IMS A MS Selected Translations in Mathematical Statistics and Probability"},{"key":"S0266466600006812_ref014","doi-asserted-by":"publisher","DOI":"10.2307\/1911222"},{"key":"S0266466600006812_ref006","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)90090-6"},{"key":"S0266466600006812_ref021","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177706450"},{"key":"S0266466600006812_ref002","volume-title":"Functions of a Complex Variable.","author":"Carrier","year":"1966"},{"key":"S0266466600006812_ref003","doi-asserted-by":"publisher","DOI":"10.2307\/1911521"},{"key":"S0266466600006812_ref004","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177730247"},{"key":"S0266466600006812_ref009","doi-asserted-by":"publisher","DOI":"10.1137\/0905035"},{"key":"S0266466600006812_ref011","doi-asserted-by":"publisher","DOI":"10.2307\/2938338"},{"key":"S0266466600006812_ref015","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/74.3.535"},{"key":"S0266466600006812_ref017","doi-asserted-by":"publisher","DOI":"10.1002\/j.1538-7305.1973.tb01986.x"},{"key":"S0266466600006812_ref018","doi-asserted-by":"publisher","DOI":"10.1016\/0021-9991(69)90037-0"},{"key":"S0266466600006812_ref019","doi-asserted-by":"publisher","DOI":"10.1002\/j.1538-7305.1958.tb03873.x"},{"key":"S0266466600006812_ref008","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600007714"},{"key":"S0266466600006812_ref020","doi-asserted-by":"publisher","DOI":"10.1098\/rspa.1931.0069"},{"key":"S0266466600006812_ref016","volume-title":"Numerical Recipes.","author":"Press","year":"1986"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600006812","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,12]],"date-time":"2019-05-12T16:54:38Z","timestamp":1557680078000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600006812\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1996,8]]},"references-count":22,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1996,8]]}},"alternative-id":["S0266466600006812"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600006812","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1996,8]]}}}