This paper considers the testing of serial correlation coefficients when the underlying distribution is negative exponential. The first-order serial correlation coefficient is shown to be an ...

Autocorrelation measures the correlation of a variable with its past values over time. It is a critical concept in time series analysis, often used in financial markets, weather patterns, and ...

Introduction: Functional magnetic resonance imaging (fMRI) has become a fundamental tool for studying brain function. However, the presence of serial correlations in fMRI data complicates data ...

A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectral density estimator and the spectral density ...

Abstract: The sonic profile is used, mainly in pioneering wells, which receive greater investments for acquisition from data, therefore these wells serves as reference to analyze the petroliferous ...

The Mann-Kendall (MK) statistical test has been widely applied in the trend detection of the hydrometeorological time series. Previous studies have mainly focused on ...

ABSTRACT: A generalized antithetic time series theory for exponentially derived antithetic random variables is developed. The correlation function between a generalized gamma distributed random ...