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Estimation of the mean of functional time series and a two-sample problem

机译:函数时间序列的均值和两个样本问题的估计

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Purpose: To present testing procedures for equality of means in two functional samples having temporal dependence using normal approximation of the functional sample mean. Summary: Functional time series data form a type of data structure but many particulars regarding estimation and testing of this data are yet to be examined. This paper is on the estimation and inference of the mean function of the functional time series data. In particular the paper develops a methodology and an asymptotic theory for the estimation of the variance of the sample mean, and also proposes procedures for testing equality of two mean functions in functional samples. The temporal dependence is the major issue in the analysis of functional time series. Here it is assumed that the functional time series is stationary and are dependent. In a time series the variance of the sample mean is asymptotically approximated by long-run variance and this variance is used for drawing inferences regarding sample mean functions. Refs. 1 & 2 had proposed the use of the use of linear process with L~p m-notation for functional time series models. This paper develops a general framework in for estimation of covariance in this setting. (16 refs.)
机译:目的:介绍使用功能样本均值的正态近似来测试两个具有时间依赖性的功能样本中均值相等的测试程序。简介:功能时间序列数据形成一种数据结构,但是有关此数据的估计和测试的许多细节尚待检查。本文是关于功能时间序列数据的均值函数的估计和推断的。特别是,本文提出了一种估计样本均值方差的方法和渐近理论,并提出了检验功能样本中两个均值函数相等性的程序。时间相关性是功能时间序列分析中的主要问题。在此假定功能时间序列是固定的并且是相关的。在时间序列中,样本均值的方差由长期方差渐近地近似,并且该方差用于得出有关样本均值函数的推论。参考。 1和2提出将线性过程的L〜p m表示法用于功能时间序列模型。本文针对这种情况下的协方差估计开发了一个通用框架。 (16篇)

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