Multivariate Autoregressive Techniques for Constructing Confidence Regions on the Mean Vector (Q4282285)

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scientific article; zbMATH DE number 516695
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Multivariate Autoregressive Techniques for Constructing Confidence Regions on the Mean Vector
scientific article; zbMATH DE number 516695

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    Multivariate Autoregressive Techniques for Constructing Confidence Regions on the Mean Vector (English)
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    3 August 1994
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    multivariate confidence regions
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    time-series models
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    Bonferroni batch means
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    multivariate batch means
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    multivariate spectral analysis
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    mean vectors
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    multivariate processes
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    confidence-region-construction algorithm
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    general autoregressive model
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    nominal coverage probability
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    stationary vector autoregressive process
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    performance comparison
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    simulation output analysis
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