New confidence intervals for the AR(1) parameter
نویسندگان
چکیده
منابع مشابه
Parameter estimation without confidence intervals?
We greatly appreciate the comments contributed by one of the peer reviewers. Apparently, his comments have clearly sorted out the limitations our article involves. We recognize all the limitations and still, we believe the Diagnosis Procedure Combination (DPC) system in Japan is worth being aware of as a novel medical database in Asia. As for the first point, the DPC database only involves 65.1...
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Fukuhara and Hori’s article [1] reported the possibility of calculating the incidence of spontaneous intracerebral hemorrhage (sICH) using publicly accessible data in Japan. If the method were valid and satisfied statistical assumptions, overcoming the limitation of the source of the data, known as Diagnosis Procedure Combination (DPC) data, this suggestion could be an innovative method. Becaus...
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We propose and compare several methods of constructing wavelet-based confidence intervals for the self-similarity parameter in heavy-tailed observations. We use empirical coverage probabilities to assess the procedures by applying them to Linear Fractional Stable Motion with many choices of parameters. We find that the asymptotic confidence intervals provide empirical coverage often much lower ...
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So far many confidence intervals were introduced for the binomial proportion. In this paper, our purpose is comparing five well known based on their exact confidence coefficient and average coverage probability.
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ژورنال
عنوان ژورنال: Involve, a Journal of Mathematics
سال: 2013
ISSN: 1944-4184,1944-4176
DOI: 10.2140/involve.2013.6.53