Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/18181
DC Field | Value | Language |
---|---|---|
dc.creator | 翁久幸;Michael Woodroofe | zh_TW |
dc.date | 2004-05 | en_US |
dc.date.accessioned | 2008-12-19T06:53:27Z | - |
dc.date.available | 2008-12-19T06:53:27Z | - |
dc.date.issued | 2008-12-19T06:53:27Z | - |
dc.identifier.uri | https://nccur.lib.nccu.edu.tw/handle/140.119/18181 | - |
dc.description.abstract | 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 | Journal of Statistical Planning and Inference, 136, 2719-2745 | en_US |
dc.subject | Asymptotic expansions;Asymptotic confidence levels;Stationary autoregressive process;Very weak expansions | - |
dc.title | Approximate confidence sets for a stationary AR process | en_US |
dc.type | article | en |
dc.identifier.doi | 10.1016/j.jspi.2004.11.007 | en_US |
dc.doi.uri | http://dx.doi.org/10.1016/j.jspi.2004.11.007 | en_US |
item.grantfulltext | open | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
item.languageiso639-1 | en_US | - |
item.openairetype | article | - |
item.fulltext | With Fulltext | - |
Appears in Collections: | 期刊論文 |
Files in This Item:
File | Description | Size | Format | |
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27192745.pdf | 270.93 kB | Adobe PDF2 | View/Open |
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