Multivariate Autoregressive Techniques for Constructing Confidence Regions on the Mean Vector (Q4282285)
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scientific article; zbMATH DE number 516695
Language | Label | Description | Also known as |
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English | 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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