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Chen, Bor-Chung; Sargent, Robert G.

Using standardized time series to estimate confidence intervals for the difference between two stationary stochastic processes. (English) Zbl 0634.62080

Oper. Res. 35, 428-436 (1987).

Cited in 1 Document

MSC:

62M09 Non-Markovian processes: estimation
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F25 Parametric tolerance and confidence regions

Keywords:

confidence interval estimation; difference between means of independent strictly stationary phi-mixing processes; time series; Schruben’s standardized time series method
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