New confidence intervals for the AR(1) parameter

DOI10.2140/INVOLVE.2013.6.53zbMATH Open1429.62416OpenAlexW2062117022MaRDI QIDQ365954

Ashton Erwin, Ferebee Tunno

Publication date: 10 September 2013

Published in: Involve (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/involve.2013.6.53

zbMATH Keywords

confidence intervallinear combinationweighted least squaresautoregressive parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Stationary stochastic processes (60G10)

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