Sequential estimation of the mean of a first-order autoregressive process (Q3212154): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation of the mean of a first-order autoregressive process |
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Sequential estimation of the mean of a first-order autoregressive process (English)
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1990
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nonlinear renewal theory
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loss function
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autoregressive process
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unknown scale
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asymptotic second order expansion
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expected stopping time
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optimal fixed sample size procedure
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asymptotic normality of the stopping time
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asymptotically risk efficient
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