Confidence Interval Estimation Using Standardized Time Series

DOI10.1287/opre.31.6.1090zbMath0532.62067OpenAlexW2110335061MaRDI QIDQ3314791

Lee W. Schruben

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

zbMATH Keywords

Wiener processBrownian bridgecentral limit theoremscalingconfidence interval estimationcenteringstandardizationmean of time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)

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