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A small sample confidence interval for autoregressive parameters

Author
GALLAGHER, Colin1 ; TUNNO, Ferebee1
[1] Department of Mathematical Sciences, Clemson University, Box 340975, Clemson, SC 29634-0975, United States
Source

Journal of statistical planning and inference. 2008, Vol 138, Num 12, pp 3858-3868, 11 p ; ref : 1/2 p

CODEN
JSPIDN
ISSN
0378-3758
Scientific domain
Control theory, operational research; Computer science; Mathematics
Publisher
Elsevier Science, Amsterdam / Elsevier Science, Lausanne / Elsevier Science, New York,NY
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
Instrumental variable Jnit root Linear trend Small sample
Keyword (fr)
Calcul numérique Comportement asymptotique Distribution statistique Décision statistique Espace paramètre Estimation erreur Estimation non paramétrique Estimation paramètre Estimation statistique Fonction répartition Grand échantillon Intervalle confiance Loi normale Loi probabilité Méthode moindre carré Méthode statistique Petit échantillon Processus autorégressif Sondage statistique Taille échantillon Théorie échantillonnage 60E05 62D05 62E20 62F12 62F25 62G15 62G20 Estimation paramétrique Loi asymptotique Probabilité couverture Variable instrumentale
Keyword (en)
Numerical computation Asymptotic behavior Statistical distribution Statistical decision Parameter space Error estimation Non parametric estimation Parameter estimation Statistical estimation Distribution function Large sample Confidence interval Gaussian distribution Probability distribution Least squares method Statistical method Small sample Autoregressive processes Sample survey Sample size Sampling theory Coverage probability Instrumental variable
Keyword (es)
Cálculo numérico Comportamiento asintótico Distribución estadística Decisión estadística Espacio par metro Estimación error Estimación no paramétrica Estimación parámetro Estimación estadística Función distribución Intervalo confianza Curva Gauss Ley probabilidad Método cuadrado menor Método estadístico Pequeña muestra Ecuesta estadística Tamaño muestra Teoría muestreo
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02E Sampling theory, sample surveys

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
20664577

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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