𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Inference of trends in time series

✍ Scribed by Wei Biao Wu; Zhibiao Zhao


Book ID
111038974
Publisher
Blackwell Publishing
Year
2007
Tongue
English
Weight
740 KB
Volume
69
Category
Article
ISSN
0952-8385

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Recursive mean adjustment in time-series
✍ Beong Soo So; Dong Wan Shin πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 135 KB

When time-series data are positively autocorrelated, mean adjustment using the overall sample mean causes biases for sample autocorrelations and parameter estimates, which decreases the coverage probabilities of conΓΏdence intervals. A new method for mean adjustment is proposed, in which a datum at a