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Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation - MaRDI portal

Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393)

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scientific article; zbMATH DE number 7945415
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English
Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
scientific article; zbMATH DE number 7945415

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    Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (English)
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    15 November 2024
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    uncertainty quantification
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    confidence intervals
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    time series
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