Estimating the Variance of Time AveragesSource: Journal of Applied Meteorology:;1975:;volume( 014 ):;issue: 002::page 159Author:Jones, Richard H.
DOI: 10.1175/1520-0450(1975)014<0159:ETVOTA>2.0.CO;2Publisher: American Meteorological Society
Abstract: The variance of a time average of a stationary time series depends on the spectral density near frequency zero rather than on the variance of the process. Equations are given for estimating the variance of a time average by fitting a low-order autoregression to the data. Details are given for selecting the order of the autoregression. An example is presented which uses an analysis of variance approach for testing for climatic trends, allowing for diurnal and annual variability and serial correlation.
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contributor author | Jones, Richard H. | |
date accessioned | 2017-06-09T17:37:54Z | |
date available | 2017-06-09T17:37:54Z | |
date copyright | 1975/03/01 | |
date issued | 1975 | |
identifier issn | 0021-8952 | |
identifier other | ams-8841.pdf | |
identifier uri | http://onlinelibrary.yabesh.ir/handle/yetl/4232189 | |
description abstract | The variance of a time average of a stationary time series depends on the spectral density near frequency zero rather than on the variance of the process. Equations are given for estimating the variance of a time average by fitting a low-order autoregression to the data. Details are given for selecting the order of the autoregression. An example is presented which uses an analysis of variance approach for testing for climatic trends, allowing for diurnal and annual variability and serial correlation. | |
publisher | American Meteorological Society | |
title | Estimating the Variance of Time Averages | |
type | Journal Paper | |
journal volume | 14 | |
journal issue | 2 | |
journal title | Journal of Applied Meteorology | |
identifier doi | 10.1175/1520-0450(1975)014<0159:ETVOTA>2.0.CO;2 | |
journal fristpage | 159 | |
journal lastpage | 163 | |
tree | Journal of Applied Meteorology:;1975:;volume( 014 ):;issue: 002 | |
contenttype | Fulltext |