{"paper":{"title":"T-statistic for Autoregressive process","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Eric Benhamou","submitted_at":"2018-09-11T16:42:48Z","abstract_excerpt":"In this paper, we discuss the distribution of the t-statistic under the assumption of normal autoregressive distribution for the underlying discrete time process. This result generalizes the classical result of the traditional t-distribution where the underlying discrete time process follows an uncorrelated normal distribution. However, for AR(1), the underlying process is correlated. All traditional results break down and the resulting t-statistic is a new distribution that converges asymptotically to a normal. We give an explicit formula for this new distribution obtained as the ratio of two"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1809.04018","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}