haku: @author Goldsman, D. / yhteensä: 5
viite: 3 / 5
| Tekijä: | Goldsman, D. Meketon, M. Schruben, L. |
| Otsikko: | Properties of standardized time series weighted area variance estimators. |
| Lehti: | Management Science
1990 : MAY, VOL. 36:5, p. 602-612 |
| Asiasana: | TIME SERIES STOCHASTIC PROCESSES ESTIMATION |
| Kieli: | eng |
| Tiivistelmä: | The weighted area variance estimator is studied. A simple expression for the expected value and bias of the weighted estimator is found, and it is shown that certain weighting schemes result in small order bias. Asymptotically valid confidence interval estimators (CIE) for the mean of a stationary stochastic process were also derived. The new CIEs were compared to the batch means and equally-weighted area CIEs. The analysis is somewhat more complicated for small batch size. |
SCIMA