Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.
Interval coverage for simulation experiment with AR(1) errors Y-axis shows coverage probabilities for our method (‘proposed’) compared with three commonly used frequentist methods. X-axis shows assumed autoregressive parameter. Individual line styles show five distinct tasks, described in detail in the Supplement.
