| dc.creator (作者) | 翁久幸;Michael Woodroofe | zh_TW |
| dc.date (日期) | 2004-05 | en_US |
| dc.date.accessioned | 19-Dec-2008 14:53:27 (UTC+8) | - |
| dc.date.available | 19-Dec-2008 14:53:27 (UTC+8) | - |
| dc.date.issued (上傳時間) | 19-Dec-2008 14:53:27 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/18181 | - |
| dc.description.abstract (摘要) | Approximate confidence intervals are derived for the autoregressive parameters of a stationary, Gaussian auto-regressive process of arbitrary order and shown to be asymptotically correct to order o(1/n), where n is the sample size. Simulation studies are included for small and moderate sample sizes for the case of two auto-regressive parameters, and these indicate excellent approximation for sample sizes as small as n = 10,20. The convergence is in the very weak sense, and the derivation differs from most existing work through its direct focus on Studentized estimation error and its use of Stein’s identity. | - |
| dc.format | application/ | en_US |
| dc.language | en | en_US |
| dc.language | en-US | en_US |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Journal of Statistical Planning and Inference, 136, 2719-2745 | en_US |
| dc.subject (關鍵詞) | Asymptotic expansions;Asymptotic confidence levels;Stationary autoregressive process;Very weak expansions | - |
| dc.title (題名) | Approximate confidence sets for a stationary AR process | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1016/j.jspi.2004.11.007 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.jspi.2004.11.007 | en_US |
