Confidence Intervals for Parameters in Markov Autoregressive Schemes
马尔可夫自回归过程参数的置信区间
Summary An investigation is made of two suggested methods by which confidence intervals might be indirectly obtained for the autocorrelation in a stationary first-order Markov series. The suggestions were to use in the one case the distribution of the mean of the disturbance terms, and in the other case the distribution of their serial correlation. It is shown that both methods give meaningful results if the observations do not diverge too greatly from the characteristics of…