A small sample confidence interval for autoregressive parameters-Reference-Cited by-同舟云学术

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A small sample confidence interval for autoregressive parameters

Published:2008-12 Issue:12 Volume:138 Page:3858-3868
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Gallagher Colin,Tunno Ferebee

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference23 articles.

1. Parameter inference for a nearly nonstationary first-order autoregressive model;Ahtola;Biometrika,1984

2. Distribution of the least squares estimator in a first-order autoregressive model;Ali;Econometric Rev.,2002

3. Exactly median-unbiased estimation of first order autoregressive/unit root models;Andrews;Econometrica,1993

4. Bootstrapping unstable first-order autoregressive processes;Basawa;Ann. Statist.,1991

5. The Berry–Esseen bound for student's statistic;Bentkus;Ann. Probab.,1996

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Cauchy estimator test for autocorrelation;Journal of Statistical Computation and Simulation;2014-01-13

2. New confidence intervals for the AR(1) parameter;Involve, a Journal of Mathematics;2013-06-23

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