Hostname: page-component-848d4c4894-wg55d Total loading time: 0 Render date: 2024-05-09T00:17:02.609Z Has data issue: false hasContentIssue false

Estimating the variance of the sample mean for time series by applications to robust tests

Published online by Cambridge University Press:  01 July 2016

C. S. Withers*
Affiliation:
Applied Mathematics Division, DSIR, Wellington

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Eighth Conference on Stochastic Processes and their Applications
Copyright
Copyright © Applied Probability Trust 1979 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Koul, H. L. (1977) Behaviour of robust estimators in the regression model with dependent errors. Ann. Statist. 5, 681699.CrossRefGoogle Scholar
Withers, C. S. (1977) The optimal transformation for t-type tests on dependent data. Technical Report 59, AMD, DSIR, Wellington, New Zealand.Google Scholar