Confidence Distributions for the Autoregressive Parameter
Author:
Affiliation:
1. Department of Mathematics, Uppsala University, Uppsala, Sweden
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/00031305.2023.2226184
Reference20 articles.
1. Confidence Curves: An Omnibus Technique for Estimation and Testing Statistical Hypotheses
2. Some Problems Connected with Statistical Inference
3. ECB (2022), https://www.ecb.europa.eu/stats/policyandexchangerates/euroreferenceexchangerates/html/sek.xml, downloaded August 30, 2022.
4. Confidence intervals for autoregressive coefficients near one
5. Inverse Probability
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