No label defined (Q6111073)

scientific article; zbMATH DE number 7708090

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English	No label defined	scientific article; zbMATH DE number 7708090

Statements

instance of

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6 July 2023

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zbMATH Keywords

modified two-stage procedure

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autoregressive process

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asymptotic risk efficiency

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asymptotic efficiency

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asymptotic consistency

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MaRDI profile type

MaRDI publication profile

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cites work

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General optimal stopping with linear cost

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sequential estimation of the mean of a linear process

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Sequential confidence intervals for time series

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Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies

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Three-stage minimum risk point estimation with termination defined via Gini’s mean difference

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Three-dimensional analysis of transient thermal stresses in functionally graded plates

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Sequential point estimation of parameters in a threshold AR(1) model

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Bounded risk per unit cost index constraint for sequential estimation of the mean in a two-parameter exponential distribution

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Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples

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A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean

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Q4944251

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On a two-stage procedure having second-order properties with applications

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On sequential comparisons of means of first-order autoregressive models

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Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data

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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

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Q3272858

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Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure

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Sequential estimation of the mean of a first-order stationary autoregressive process

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Sequential estimation of the autoregressive parameter in a first order autoregressive process

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Fixed size confidence regions for parameters of threshold AR(1) models

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Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model

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A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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Identifiers

zbMATH Open document ID

1524.62383

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DOI

10.30495/jme.2023.2405

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6111073