Fixed accuracy confidence intervals for variance under first-order stationary autoregressive processes
A sequential procedure is developed to construct a fixed accuracy confidence interval (CI) of the common unknown variance of the random observations, where the observations arise from a first-order stationary autoregressive (AR(1)) process with a continuous and symmetric error distribution having me...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis
2024-12-01
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| Series: | Research in Statistics |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/27684520.2024.2379486 |
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