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- Path: sparky!uunet!zaphod.mps.ohio-state.edu!news.acns.nwu.edu!uicvm.uic.edu!u53644
- Organization: University of Illinois at Chicago
- Date: Mon, 11 Jan 1993 16:18:16 CST
- From: <U53644@uicvm.uic.edu>
- Message-ID: <93011.161817U53644@uicvm.uic.edu>
- Newsgroups: sci.math.stat
- Subject: Query : Time series confidence intervals
- Lines: 13
-
- OK, maybe I'm reading the wrong books, but...............
-
- In the (admittedly few) books I've looked into of late on the subject of
- time series analysis, I've found a number of estimators for the coefficients
- for each given model (ARIMA, etc) one might try to fit to the data, but no
- confidence bounds for those coefficients (assuming the models to be valid).
- I would be most grateful if someone would steer me in the right direction here.
-
- Joseph B. Dunphy
-
- "He lead a double life - a staunch frequentist by day,
- but a wild and reckless Bayesian by night !"
-
-