作者：Breidt, FJ; Davis, RA; Trindade, AA
作者单位：Colorado State University System; Colorado State University Fort Collins; State University System of Florida; University of Florida
摘要：An autoregressive moving average model in which all of the roots of the autoregressive polynomial are reciprocals of roots of the moving average polynomial and vice versa is called an all-pass time series model. All-pass models generate uncorrelated (white noise) time series, but these series are not independent in the non-Gaussian case. An approximation to the likelihood of the model in the case of Laplacian (two-sided exponential) noise yields a modified absolute deviations criterion, which ...
作者：Wang, WZ; Voss, DT
作者单位：University System of Ohio; Wright State University Dayton
摘要：Individual and simultaneous confidence intervals using the data adaptively are constructed for the effects in orthogonal saturated designs under the assumption of effect sparsity. The minimum coverage probabilities of the intervals are equal to the nominal level 1-alpha.
