CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL (Q4837789): Difference between revisions
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scientific article; zbMATH DE number 769872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL |
scientific article; zbMATH DE number 769872 |
Statements
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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