Sequential estimation of the mean vector of a multivariate linear process (Q1321981)
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scientific article; zbMATH DE number 562370
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| English | Sequential estimation of the mean vector of a multivariate linear process |
scientific article; zbMATH DE number 562370 |
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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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0.8929487466812134
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0.8340526223182678
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