On sequential comparisons of means of first-order autoregressive models
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asymptotic efficiencyinterval estimationstopping rulepoint estimationmultiple time seriesasymptotic consistencysampling schemelinear combination of meansfixed-width confidence intervalasymptotic risk efficiencyfirst order autoregressive modelsfirst order efficiency propertieslinear combination of sample meanssequential comparisons of meanssquared error plus cost per observation
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Cites work
- A Sequential Analogue of the Behrens-Fisher Problem
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Remarks on sequential estimation of a linear function of two means: the normal case
- Sequential Estimation of a Linear Function of Means of Three Normal Populations
- Sequential estimation of a linear function of mean vectors
- Sequential estimation of the mean of a first-order stationary autoregressive process
Cited in
(15)- Typical decision problems in the first-order autoregressive time series
- Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure
- Note on an improvement in two stage sampling scheme
- scientific article; zbMATH DE number 7708090 (Why is no real title available?)
- scientific article; zbMATH DE number 7708021 (Why is no real title available?)
- Sequential estimation for time series models
- Sequential estimation of means of linear processes
- Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
- On Sequential Least Squares Estimates of Autoregressive Parameters
- Sequential estimation of the mean of a first-order stationary autoregressive process
- sequential estimation of the mean of a linear process
- A Statistical Analysts of Serially Balanced Sequences: First Order Residuals Proportional to Direct Effects
- On optimal adaptive prediction of multivariate autoregression
- Sequential, accelerated-sequential and three-stage estimation of the mean of a first-order stationary autoregressive process: A monte carlo study
- Sequential confidence intervals for time series
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