Publikation:

A test of location for data with slowly decaying serial correlations

Lade...
Vorschaubild

Dateien

Zu diesem Dokument gibt es keine Dateien.

Datum

1989

Autor:innen

Herausgeber:innen

Kontakt

ISSN der Zeitschrift

Electronic ISSN

ISBN

Bibliografische Daten

Verlag

Schriftenreihe

Auflagebezeichnung

ArXiv-ID

Internationale Patentnummer

Angaben zur Forschungsförderung

Projekt

Open Access-Veröffentlichung
Core Facility der Universität Konstanz

Gesperrt bis

Titel in einer weiteren Sprache

Publikationstyp
Zeitschriftenartikel
Publikationsstatus
Published

Erschienen in

Biometrika. 1989, 76(2), pp. 261-269. ISSN 0006-3444. Available under: doi: 10.1093/biomet/76.2.261

Zusammenfassung

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.

Zusammenfassung in einer weiteren Sprache

Fachgebiet (DDC)
510 Mathematik

Schlagwörter

Arithmetic mean, Confidence interval, Fractional Gaussian noise, Long-range dependence, Self-similar, t test

Konferenz

Rezension
undefined / . - undefined, undefined

Forschungsvorhaben

Organisationseinheiten

Zeitschriftenheft

Zugehörige Datensätze in KOPS

Zitieren

ISO 690BERAN, Jan, 1989. A test of location for data with slowly decaying serial correlations. In: Biometrika. 1989, 76(2), pp. 261-269. ISSN 0006-3444. Available under: doi: 10.1093/biomet/76.2.261
BibTex
@article{Beran1989locat-18159,
  year={1989},
  doi={10.1093/biomet/76.2.261},
  title={A test of location for data with slowly decaying serial correlations},
  number={2},
  volume={76},
  issn={0006-3444},
  journal={Biometrika},
  pages={261--269},
  author={Beran, Jan}
}
RDF
<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/server/rdf/resource/123456789/18159">
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
    <dcterms:issued>1989</dcterms:issued>
    <dcterms:title>A test of location for data with slowly decaying serial correlations</dcterms:title>
    <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>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <dc:rights>terms-of-use</dc:rights>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2012-02-13T17:39:17Z</dcterms:available>
    <dc:creator>Beran, Jan</dc:creator>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
    <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/18159"/>
    <dcterms:bibliographicCitation>Publ. in: Biometrika ; 76 (1989), 2. - pp. 261-269</dcterms:bibliographicCitation>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2012-02-13T17:39:17Z</dc:date>
    <dc:contributor>Beran, Jan</dc:contributor>
    <dc:language>eng</dc:language>
  </rdf:Description>
</rdf:RDF>

Interner Vermerk

xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter

Kontakt
URL der Originalveröffentl.

Prüfdatum der URL

Prüfungsdatum der Dissertation

Finanzierungsart

Kommentar zur Publikation

Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Nein
Begutachtet
Diese Publikation teilen