On confidence regions for the mean of a multivariate time series

DOI10.1080/03610928508828945zbMath0578.62075OpenAlexW2032699952MaRDI QIDQ3700636

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Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828945

zbMATH Keywords

confidenceregionHotelling's T-squaremean of multivariate time series

Mathematics Subject Classification ID

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

Related Items (1)

The power and robustness properties of tests for heteroskedasticity when the regressors are trended

Cites Work

• Testing the mean of a normal population under dependence
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
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