CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL (Q4837789): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00233.x / rank
 
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Latest revision as of 15:12, 23 May 2024

scientific article; zbMATH DE number 769872
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English
CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL
scientific article; zbMATH DE number 769872

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    CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL (English)
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    30 August 1995
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    ARMA model
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    approximate joint and marginal confidence regions
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    first- order autoregressive time series model
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    large sample distributions
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    likelihood ratio
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    maximum likelihood estimates
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    score statistics
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    simulation study
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    coverage properties
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