scientific article; zbMATH DE number 7708090

DOI10.30495/JME.2023.2405zbMath1524.62383MaRDI QIDQ6111073

Soudabe Sajjadipanah, Unnamed Author, Unnamed Author

Publication date: 6 July 2023

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic efficiencyasymptotic consistencyautoregressive processmodified two-stage procedureasymptotic risk efficiency

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequential confidence intervals for time series
• Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
• Time series: theory and methods
• Sequential estimation of the mean of a first-order stationary autoregressive process
• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• On sequential comparisons of means of first-order autoregressive models
• Three-dimensional analysis of transient thermal stresses in functionally graded plates
• Sequential point estimation of parameters in a threshold AR(1) model
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
• On a two-stage procedure having second-order properties with applications
• Sequential estimation of an inverse Gaussian mean with known coefficient of variation
• Sequential fixed-accuracy confidence intervals for the stress-strength reliability parameter for the exponential distribution: two-stage sampling procedure
• Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
• Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
• Sequential estimation of the autoregressive parameter in a first order autoregressive process
• sequential estimation of the mean of a linear process
• Sequential estimation for the parameters of a stationary auto regressive model
• Sequential estimation of the autoregressive parameters in ar(p) model
• Two-stage and sequential procedures for estimation of powers of parameter of a family of distributions
• Two-stage and sequential unbiased estimation ofNin binomial trials, when the probability of successpis unknown
• Bounded risk per unit cost index constraint for sequential estimation of the mean in a two-parameter exponential distribution
• An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
• General optimal stopping with linear cost
• Three-stage minimum risk point estimation with termination defined via Gini’s mean difference
• On improved accelerated sequential estimation of the mean of an inverse Gaussian distribution
• Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
• Minimum risk sequential point estimation of the stress-strength reliability parameter for exponential distribution
• Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
• Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
• Two-sample two-stage and purely sequential methodologies for tests of hypotheses with applications: comparing normal means when the two variances are unknown and unequal
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Fixed size confidence regions for parameters of threshold AR(1) models

This page was built for publication: