A test of location for data with slowly decaying serial correlations

Cite This

Files in this item

Files Size Format View

There are no files associated with this item.

BERAN, Jan, 1989. A test of location for data with slowly decaying serial correlations. In: Biometrika. 76(2), pp. 261-269. ISSN 0006-3444. Available under: doi: 10.1093/biomet/76.2.261

@article{Beran1989locat-18159, title={A test of location for data with slowly decaying serial correlations}, year={1989}, doi={10.1093/biomet/76.2.261}, number={2}, volume={76}, issn={0006-3444}, journal={Biometrika}, pages={261--269}, author={Beran, Jan} }

<rdf:RDF xmlns:dcterms="http://purl.org/dc/terms/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#" xmlns:foaf="http://xmlns.com/foaf/0.1/" xmlns:void="http://rdfs.org/ns/void#" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/18159"> <dcterms:bibliographicCitation>Publ. in: Biometrika ; 76 (1989), 2. - pp. 261-269</dcterms:bibliographicCitation> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> <dc:language>eng</dc:language> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> <dcterms:abstract xml:lang="eng">Slowly decaying serial correlations have, if ignored, disastrous effects on classical tests and confidence intervals. We propose a modified t test for the location parameter which takes into account such correlations. An approximate distribution function of the test statistic is given under the assumption of fractional Gaussian noise. The results are generalized to prediction intervals for a future average. An example is given to illustrate the methods.</dcterms:abstract> <dc:rights>terms-of-use</dc:rights> <dc:creator>Beran, Jan</dc:creator> <dcterms:title>A test of location for data with slowly decaying serial correlations</dcterms:title> <dc:contributor>Beran, Jan</dc:contributor> <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/39"/> <dcterms:rights rdf:resource="https://kops.uni-konstanz.de/page/termsofuse"/> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/18159"/> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2012-02-13T17:39:17Z</dc:date> <dcterms:issued>1989</dcterms:issued> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2012-02-13T17:39:17Z</dcterms:available> </rdf:Description> </rdf:RDF>

This item appears in the following Collection(s)

Search KOPS


Browse

My Account