The Approximate Distribution of Partial Serial Correlation Coefficients Calculated from Residuals from Regression on Fourier Series
研究了从傅里叶级数回归残差中计算的非圆形和圆形部分序列相关系数的联合分布近似，发现当观测独立时，这些系数近似服从贝塔分布，且奇偶阶系数分别同分布。
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. It is shown that 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 third-order accuracy in the sense that the error is of order n− / . They were obtained by the technique developed in another paper (Durbin, 1980).