Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Hypothesis tests"

Now showing items 1-3 of 3

    • Article  

      Large-sample inference in the general AR(1) model 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      The situation where the available data arise from a general AR(1) model is discussed, and two new avenues for constructing confidence intervals for the unknown autoregressive root are proposed, one based on a Central Limit ...
    • Article  

      Large-sample inference in the general AR(1) modelAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      The situation where the available data arise from a general AR(1) model is discussed, and two new avenues for constructing confidence intervals for the unknown autoregressive root are proposed, one based on a Central Limit ...
    • Article  

      On the asymptotic theory of subsampling 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2001)
      A general approach to constructing confidence intervals by subsampling was presented in Politis and Romano (1994). The crux of the method is recomputing a statistic over subsamples of the data, and these recomputed values ...