Testing hypotheses and the construction of confidence intervals for the parameters of stochastic linear difference equations in small samples

DOI10.1007/BF02923566zbMath0227.62057OpenAlexW378406040MaRDI QIDQ5634758

Klaus Winckler

Publication date: 1971

Published in: Statistische Hefte (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02923566

Mathematics Subject Classification ID

Reliability and life testing (62N05) Stochastic analysis (60H99)

Cites Work

• Unnamed Item
• On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• On the Statistical Treatment of Linear Stochastic Difference Equations