1983: Variance Estimation for a Time Series with Linear Trend
نویسندگان
چکیده
The problem of variance estimation for a t ime series with linear trend is studied using model based procedures. The work done by Royall and Cumberland ((2), (3)) is refined and adapted to the special problems of the Current Employment Survey (790 Survey) at the Bureau of Labor Statistics. A variety of variance estimation techniques are examined; including a variation of jackknife estimation and shrinkage toward a constant.
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