The problem can be reduced to the statistical treatment of linear stochastic difference equations and the estimation of distributed lags. A simple illustration for the moment- generating functions of the noncircular serial correlation coefficient is given in the case of linear stochastic difference equation without exogenous variables and also when the linear model contains an intercept term.
Abdel-Razek, A. (1976). First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient. The Egyptian Statistical Journal, 20(2), 15-28. doi: 10.21608/esju.1976.315753
MLA
Ahmed Hassan Abdel-Razek. "First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient", The Egyptian Statistical Journal, 20, 2, 1976, 15-28. doi: 10.21608/esju.1976.315753
HARVARD
Abdel-Razek, A. (1976). 'First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient', The Egyptian Statistical Journal, 20(2), pp. 15-28. doi: 10.21608/esju.1976.315753
VANCOUVER
Abdel-Razek, A. First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient. The Egyptian Statistical Journal, 1976; 20(2): 15-28. doi: 10.21608/esju.1976.315753
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