Effect of Autocorrelated Observations on Confidence Sets Based upon Chi-Square Statistics

DOI10.1109/TSMC.1980.4308467zbMath0443.62024MaRDI QIDQ3886666

J. D. Tubbs

Publication date: 1980

Published in: IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

chi-square statisticsconfidence setseffect of autocorrelated observations

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Measures of association (correlation, canonical correlation, etc.) (62H20)

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