The effect of serial correlation on confidence regions for the parmnters of a multivariate normal population
DOI10.1080/03610928008827963zbMath0464.62028OpenAlexW2105283200MaRDI QIDQ3915811
Publication date: 1980
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928008827963
Toeplitz matrixKronecker productspectral densitymultivariate normal populationautoregressive stationary time seriessignificance levels of confidence regionsviolations of the independence assumption
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15)
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