One-Sample Tests for Dependent Observations

Willem Albers

doi:10.1007/978-94-009-9857-5_7

One-Sample Tests for Dependent Observations

Willem Albers

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

Abstract

If the observations are dependent it is well-known that the usual one-sample tests may be invalidated. For the case where the observations come from a moving average process or from an autoregressive process, some methods are discussed to obtain tests which have at least asymptotically the prescribed level.

Original language	English
Title of host publication	Transactions of the Eighth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes held at Prague, from August 28 to September 1, 1978
Editors	J. Kozesnik
Place of Publication	Dordrecht
Publisher	Springer
Pages	83–84
Volume	A
ISBN (Electronic)	978-94-009-9857-5
ISBN (Print)	978-94-009-9859-9
DOIs	https://doi.org/10.1007/978-94-009-9857-5_7
Publication status	Published - 1978
Event	8th Prague Conference on Information Theory, Statistical Decision Functions, Random Processes 1978 - Prague, Czech Republic Duration: 28 Aug 1978 → 1 Sept 1978 Conference number: 8

Publication series

Name	Transactions of the Prague Conferences on Information Theory
Publisher	Springer
Volume	8A

Conference

Conference	8th Prague Conference on Information Theory, Statistical Decision Functions, Random Processes 1978
Country/Territory	Czech Republic
City	Prague
Period	28/08/78 → 1/09/78

Access to Document

10.1007/978-94-009-9857-5_7

Cite this

Albers, W. (1978). One-Sample Tests for Dependent Observations. In J. Kozesnik (Ed.), Transactions of the Eighth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes held at Prague, from August 28 to September 1, 1978 (Vol. A, pp. 83–84). (Transactions of the Prague Conferences on Information Theory; Vol. 8A). Springer. https://doi.org/10.1007/978-94-009-9857-5_7

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title = "One-Sample Tests for Dependent Observations",

abstract = "If the observations are dependent it is well-known that the usual one-sample tests may be invalidated. For the case where the observations come from a moving average process or from an autoregressive process, some methods are discussed to obtain tests which have at least asymptotically the prescribed level.",

author = "Willem Albers",

year = "1978",

doi = "10.1007/978-94-009-9857-5_7",

language = "English",

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series = "Transactions of the Prague Conferences on Information Theory",

publisher = "Springer",

pages = "83–84",

editor = "J. Kozesnik",

booktitle = "Transactions of the Eighth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes held at Prague, from August 28 to September 1, 1978",

address = "Germany",

note = "8th Prague Conference on Information Theory, Statistical Decision Functions, Random Processes 1978 ; Conference date: 28-08-1978 Through 01-09-1978",

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Albers, W 1978, One-Sample Tests for Dependent Observations. in J Kozesnik (ed.), Transactions of the Eighth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes held at Prague, from August 28 to September 1, 1978. vol. A, Transactions of the Prague Conferences on Information Theory, vol. 8A, Springer, Dordrecht, pp. 83–84, 8th Prague Conference on Information Theory, Statistical Decision Functions, Random Processes 1978, Prague, Czech Republic, 28/08/78. https://doi.org/10.1007/978-94-009-9857-5_7

One-Sample Tests for Dependent Observations. / Albers, Willem.
Transactions of the Eighth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes held at Prague, from August 28 to September 1, 1978. ed. / J. Kozesnik. Vol. A Dordrecht: Springer, 1978. p. 83–84 (Transactions of the Prague Conferences on Information Theory; Vol. 8A).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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AU - Albers, Willem

N1 - Conference code: 8

PY - 1978

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N2 - If the observations are dependent it is well-known that the usual one-sample tests may be invalidated. For the case where the observations come from a moving average process or from an autoregressive process, some methods are discussed to obtain tests which have at least asymptotically the prescribed level.

AB - If the observations are dependent it is well-known that the usual one-sample tests may be invalidated. For the case where the observations come from a moving average process or from an autoregressive process, some methods are discussed to obtain tests which have at least asymptotically the prescribed level.

U2 - 10.1007/978-94-009-9857-5_7

DO - 10.1007/978-94-009-9857-5_7

M3 - Conference contribution

SN - 978-94-009-9859-9

VL - A

T3 - Transactions of the Prague Conferences on Information Theory

SP - 83

EP - 84

BT - Transactions of the Eighth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes held at Prague, from August 28 to September 1, 1978

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Albers W. One-Sample Tests for Dependent Observations. In Kozesnik J, editor, Transactions of the Eighth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes held at Prague, from August 28 to September 1, 1978. Vol. A. Dordrecht: Springer. 1978. p. 83–84. (Transactions of the Prague Conferences on Information Theory). doi: 10.1007/978-94-009-9857-5_7

One-Sample Tests for Dependent Observations

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