𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Testing for Differences between Conditional Means in a Time Series Context

✍ Scribed by E. Ferreira and W. Stute


Book ID
125258388
Publisher
American Statistical Association
Year
2004
Tongue
English
Weight
956 KB
Volume
99
Category
Article
ISSN
0162-1459

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Tests for transient means in simulated t
✍ David Goldsman; Lee W. Schruben; James J. Swain πŸ“‚ Article πŸ“… 1994 πŸ› John Wiley and Sons 🌐 English βš– 747 KB

We present a family of tests to detect the presence of a transient mean in a simulation process. These tests compare variance estimators from different parts of a simulation run, and are based on the methods of batch means and standardized time series. Our tests can be viewed as natural generalizati