SEQUENTIAL CONFIDENCE INTERVALS FOR TIME SERIES

被引：2

作者：

Gombay, E. ^{[1
]}

机构：

[1] Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T2G 2G1, Canada

来源：

PERIODICA MATHEMATICA HUNGARICA | 2010年 / 61卷 / 1-2期

基金：

加拿大自然科学与工程研究理事会;

关键词：

confidence interval; sequential; time series; TESTS;

D O I：

10.1007/s10998-010-3183-z

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Sequential estimation of parameters for time series observations is considered. The Chow-Robbins procedure is extended and Wald's identity is proven for such data. Various confidence bands are defined. These give simultaneous confidence intervals for a sequence of sample sizes.

引用

页码：183 / 193

页数：11

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