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Asymptotic Sampling Distributions of Overlapping Standardized Time Series Estimators
Yeh, Ying-Chieh
(PI)
Graduate Institute of Industrial Management
Overview
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Keyphrases
Series Estimator
100%
Asymptotic Sampling
100%
Sampling Distribution
100%
Batch Means
80%
Confidence Interval
60%
Variance Estimate
40%
Non-overlapping
40%
Direct Extension
20%
Overlapping Concepts
20%
Interval Procedure
20%
Batch Means Estimator
20%
Variance of the Sample Mean
20%
Asymptotic Variance
20%
Exact Asymptotics
20%
Degrees of Freedom
20%
Student-t Distribution
20%
Stationary Data
20%
Mathematics
Sampling Distribution
100%
Asymptotics
100%
Variance Estimate
40%
Confidence Interval
40%
Asymptotic Variance
20%
Variance
20%
Approximates
20%
Sample Mean
20%
Construct Confidence Interval
20%
Degree of Freedom
20%