On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process

DOI10.1016/S0167-7152(99)00060-7MaRDI QIDQ1124980zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

law of iterated logarithmAR(1) processAR(p) processChow-Hajek-Renyi inequalityDarling-Robbins type confidence sequencestests with power one

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Sequential statistical analysis (62L10)

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• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• CONFIDENCE SEQUENCES FOR MEAN, VARIANCE, AND MEDIAN
• INEQUALITIES FOR THE SEQUENCE OF SAMPLE MEANS
• ITERATED LOGARITHM INEQUALITIES
• Statistical Methods Related to the Law of the Iterated Logarithm
• Time series: theory and methods

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• Towards Enhancement of the Economy of a Thermal Power Generating System through Prediction of Plant Efficiency

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