首页   按字顺浏览 期刊浏览 卷期浏览 EFFECTS OF CORRELATED ERRORS ON VARIATE‐ DIFFERENCE ESTIMATES OF ERROR VARIANCE*,1
EFFECTS OF CORRELATED ERRORS ON VARIATE‐ DIFFERENCE ESTIMATES OF ERROR VARIANCE*,1

 

作者: Victor Chew,  

 

期刊: Australian Journal of Statistics  （WILEY Available online 1965）
卷期: Volume 7, issue 1  

页码: 1-6

 

ISSN:0004-9581

 

年代: 1965

 

DOI:10.1111/j.1467-842X.1965.tb00255.x

 

出版商: Blackwell Publishing Ltd

 

数据来源: WILEY

 

摘要:

AbstractThe variate‐difference method for estimating error variance is shown to be sensitive to departures from the assumption of uncorrelated errors. Biases in the estimates are obtained in the cases where the errors are generated by autoregressive or moving‐average stochastic proces

 

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