Sequential estimation of the mean vector of a multivariate linear process (Q1321981)

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Sequential estimation of the mean vector of a multivariate linear process
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    Sequential estimation of the mean vector of a multivariate linear process (English)
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    20 November 1994
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    fixed-width confidence set
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    asymptotic risk efficiency
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    unknown mean vector
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    multivariate linear process
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    unknown covariance matrix
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    fixed accuracy confidence set procedure
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    random central limit theorem
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