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The asymptotic independence of the area estimators yields more degrees of freedom than various predecessors; this, in turn, produces smaller mean and variance of the length of the resulting confidence intervals. We illustrate the efficacy of the new procedure via exact and Monte Carlo examples. We also provide suggestions for efficient implementation of the method.<\/jats:p>","DOI":"10.1145\/352222.352223","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T11:28:46Z","timestamp":1027769326000},"page":"297-325","update-policy":"http:\/\/dx.doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":41,"title":["Confidence intervals using orthonormally weighted standardized time series"],"prefix":"10.1145","volume":"9","author":[{"given":"Robert D.","family":"Foley","sequence":"first","affiliation":[{"name":"Georgia Institute of Technology, Atlanta"}]},{"given":"David","family":"Goldsman","sequence":"additional","affiliation":[{"name":"Georgia Institute of Technology, Atlanta"}]}],"member":"320","published-online":{"date-parts":[[1999,10]]},"reference":[{"key":"e_1_2_1_1_1","doi-asserted-by":"crossref","unstructured":"ASH R. B. AND GARDNER M. F. 1975. Topics in Stochastic Processes. Academic Press Inc. New York NY. 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