On confidence intervals and tests for autocorrelations
نویسندگان
چکیده
منابع مشابه
Confidence Intervals and Hypothesis Tests
Overview: Recall that a point estimator for a parameter of interest is a statistic which is a function of the random variables from which our sampling method chooses values. The properties of such an estimator, such as having a small bias or a small mean square error, are usually dependent only upon certain features of the sampling distribution of the statistic, such as its mean or variance. Ho...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 1987
ISSN: 0167-9473
DOI: 10.1016/0167-9473(87)90005-3