USING STANDARDIZED TIME-SERIES TO ESTIMATE CONFIDENCE-INTERVALS FOR THE DIFFERENCE BETWEEN 2 STATIONARY STOCHASTIC-PROCESSES

被引：6

作者：

CHEN, BC ^{[1
]}

SARGENT, RG ^{[1
]}

机构：

[1] SYRACUSE UNIV,SYRACUSE,NY 13210

来源：

OPERATIONS RESEARCH | 1987年 / 35卷 / 03期

关键词：

DISCRETE EVENT SIMULATION - STOCHASTIC PROCESSES - SYSTEM DESIGN;

D O I：

10.1287/opre.35.3.428

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

(Edited Abstract)

引用

页码：428 / 436

页数：9

共 26 条

[1] ON BEST ASYMPTOTIC CONFIDENCE-INTERVALS FOR PARAMETERS OF STOCHASTIC-PROCESSES
HEYDE, CC
ANNALS OF STATISTICS, 1992, 20 (01): : 603 - 607
[2] TIME-SERIES CHARACTERISTICS AND THE WIDTHS OF JUDGMENTAL CONFIDENCE-INTERVALS
OCONNOR, M
LAWRENCE, M
INTERNATIONAL JOURNAL OF FORECASTING, 1992, 7 (04) : 413 - 420
[3] AN EXAMINATION OF THE ACCURACY OF JUDGEMENTAL CONFIDENCE-INTERVALS IN TIME-SERIES FORECASTING
OCONNOR, M
LAWRENCE, M
JOURNAL OF FORECASTING, 1989, 8 (02) : 141 - 155
[4] DECOMPOSITION OF STATIONARY TIME-SERIES - FINDING THE HIGHLY CORRELATED COMPONENTS OF STOCHASTIC-PROCESSES
TEODORESCU, D
BIOLOGICAL CYBERNETICS, 1989, 60 (05) : 395 - 400
[5] BIBLIOGRAPHY ON TIME-SERIES AND STOCHASTIC-PROCESSES - WOLD,HOA
HANNAN, EJ
AUSTRALIAN JOURNAL OF STATISTICS, 1965, 7 (03): : 149 - 150
[6] CONFIDENCE-INTERVALS FROM THE DIFFERENCE BETWEEN 2 CORRELATED PROPORTIONS
LLOYD, CJ
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1990, 85 (412) : 1154 - 1158
[7] THE EFFECT OF PARAMETER UNCERTAINTY ON FORECAST VARIANCES AND CONFIDENCE-INTERVALS FOR UNIT-ROOT AND TREND STATIONARY TIME-SERIES MODELS
SAMPSON, M
JOURNAL OF APPLIED ECONOMETRICS, 1991, 6 (01) : 67 - 76
[8] CONFIDENCE-INTERVALS FOR THE LARGEST AUTOREGRESSIVE ROOT IN UNITED-STATES MACROECONOMIC TIME-SERIES
STOCK, JH
JOURNAL OF MONETARY ECONOMICS, 1991, 28 (03) : 435 - 459
[9] Confidence intervals using orthonormally weighted standardized time series
Foley, Robert D.
Goldsman, David
ACM Transactions on Modeling and Computer Simulation, 1999, 9 (04): : 297 - 325
[10] CONFIDENCE-INTERVAL ESTIMATION USING STANDARDIZED TIME-SERIES
SCHRUBEN, L
OPERATIONS RESEARCH, 1983, 31 (06) : 1090 - 1108

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