On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process
DOI10.1016/S0167-7152(99)00060-7zbMATH Open0962.62074OpenAlexW2021723639MaRDI QIDQ1124980FDOQ1124980
Authors: S. H. Smith 
Publication date: 19 June 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00060-7
Recommendations
law of iterated logarithmAR(1) processAR(p) processChow-Hajek-Renyi inequalityDarling-Robbins type confidence sequencestests with power one
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Sequential statistical analysis (62L10)
Cites Work
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- Time series: theory and methods
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- CONFIDENCE SEQUENCES FOR MEAN, VARIANCE, AND MEDIAN
- Statistical Methods Related to the Law of the Iterated Logarithm
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- ITERATED LOGARITHM INEQUALITIES
- INEQUALITIES FOR THE SEQUENCE OF SAMPLE MEANS
Cited In (5)
- Time-uniform, nonparametric, nonasymptotic confidence sequences
- Invariant confidence sequences for slippage of normal means
- Sequential confidence intervals for time series
- Title not available (Why is that?)
- Towards Enhancement of the Economy of a Thermal Power Generating System through Prediction of Plant Efficiency
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