H Ασυμπτωτική Διακύμανση Στην Εκτίμηση Του Στάσιμου Μέσου Υπό Συνθήκες Αυτοσυσχέτισης
[Using the asymptotic variance to estimate the stationary mean under autocorrelation]
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References listed on IDEAS
- Halkos, George & Kevork, Ilias, 2002. "Confidence intervals in stationary autocorrelated time series," MPRA Paper 31840, University Library of Munich, Germany.
- Duket, Steven D. & Pritsker, A.Alan B., 1978. "Examination of simulation output using spectral methods," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 20(1), pages 53-60.
- Michael A. Crane & Donald L. Iglehart, 1975. "Simulating Stable Stochastic Systems, IV: Approximation Techniques," Management Science, INFORMS, vol. 21(11), pages 1215-1224, July.
- Averill M. Law & W. David Kelton, 1984. "Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures," Operations Research, INFORMS, vol. 32(6), pages 1221-1239, December.
- Wheyming Tina Song & Bruce W. Schmeiser, 1995. "Optimal Mean-Squared-Error Batch Sizes," Management Science, INFORMS, vol. 41(1), pages 110-123, January.
- George Halkos & Ilias Kevork, 2005. "A comparison of alternative unit root tests," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(1), pages 45-60.
- Lee Schruben, 1983. "Confidence Interval Estimation Using Standardized Time Series," Operations Research, INFORMS, vol. 31(6), pages 1090-1108, December.
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Keywords
Ασυμπτωτική διακύμανση δειγματικού μέσου; διαστήματα εμπιστοσύνης; αυτοπαλίνδρομο σχήμα πρώτου βαθμού AR(1);All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
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