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A self-normalized confidence interval for the mean of a class of nonstationary processes

We construct an asymptotic confidence interval for the mean of a class of nonstationary processes with constant mean and time-varying variances. Due to the large number of unknown parameters, traditional approaches based on consistent estimation of the limiting variance of sample mean through moving...

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Detalhes bibliográficos
Autor principal: Zhao, Zhibiao
Formato: Artigo
Idioma:Inglês
Publicado em: Oxford University Press 2011
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3852676/
https://ncbi.nlm.nih.gov/pubmed/24319293
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asq076
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