CONFIDENCE-INTERVALS FOR AUTOCORRELATIONS BASED ON CYCLIC SAMPLES

被引：19
|
作者：
CLAYTON, MK [1 ]
HUDELSON, BD [1 ]
机构：
[1] UNIV WISCONSIN,DEPT PLANT PATHOL,MADISON,WI 53706
来源：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1995年 / 90卷 / 430期
关键词：
DIFFERENCE COVER; MISSING DATA; SERIALLY CORRELATED DATA; TIME SERIES; UNEQUALLY SPACED OBSERVATIONS;
D O I：
10.2307/2291088
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Clinger and Van Ness have shown how to sample a stochastic process in a periodic manner such that the autocorrelation function for that process can be estimated at all lags. We derive approximate confidence intervals for these estimates, focusing on low-order autoregressive moving average processes. Our methods are illustrated with an example from plant disease epidemiology.
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页码：753 / 757
页数：5
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