时间序列中设计对自相关稳健性的第二部分:一阶自回归过程的最优性、理论与数值结果

Robustness of Design Against Autocorrelation in Time II: Optimality, Theoretical and Numerical Results for the First-Order Autoregressive Process

Journal of the American Statistical Association · 1981
被引 16
ABS 4

中文导读

研究在一阶自回归误差下,实验设计对自相关干扰的稳健性,给出最优设计及其理论证明和数值验证,对需要处理时间序列数据的统计学家有用。

Abstract

P. J. Bickel, Agnes M. Herzberg, M. F. Schilling, Robustness of Design Against Autocorrelation in Time II: Optimality, Theoretical and Numerical Results for the First-Order Autoregressive Process, Journal of the American Statistical Association, Vol. 76, No. 376 (Dec., 1981), pp. 870-877

统计学时间序列分析实验设计计量经济学应用数学