Confidence Interval Estimation Using Standardized Time Series
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Publication:3314791
DOI10.1287/opre.31.6.1090zbMath0532.62067MaRDI QIDQ3314791
Publication date: 1983
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.31.6.1090
Wiener process; Brownian bridge; central limit theorem; scaling; confidence interval estimation; centering; standardization; mean of time series
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F25: Parametric tolerance and confidence regions
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