Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Fixed Accuracy Confidence Set for the Autocorrelations of Linear Processes

  • Lee, Sang-Yeol (Department of Statistics, Sookmyung Womens University)
  • Published : 1997.08.01
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Abstract

This paper considers the problem of sequential fixed accuracy confidence set procedure of the aurocorrelations of stationary linear processes. The proposed procedure for fixed-width confidence set is shown to be both asymptotically consistent and asymptotically efficient as the size of the width approaches zero.

Keywords

References

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