Sequential estimation of the mean vector of a multivariate linear process

DOI10.1006/JMVA.1993.1079zbMATH Open0799.62092OpenAlexW1969800683MaRDI QIDQ1321981FDOQ1321981

Sangyeol Lee, Issa Fakhre-Zakeri

Publication date: 20 November 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1079

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zbMATH Keywords

random central limit theoremunknown mean vectormultivariate linear processunknown covariance matrixasymptotic risk efficiencyfixed accuracy confidence set procedurefixed-width confidence set

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Sequential estimation (62L12) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (13)

• Sequential point estimation of parameters in a threshold AR(1) model
• Sequential estimation for the parameters of a stationary auto regressive model
• On functional limit theorems for multivariate linear processes with applications to sequential estimation
• Sequential estimation of means of linear processes
• Title not available (Why is that?)
• Sequential Generlized Least squares Estimator For An Autoressive parameter
• sequential estimation of the mean of a linear process
• The sequential estimation in stochastic regression model with random coefficients
• Estimation of a Linear Function of Multinormal Mean Vectors by Combining Available Independent Sequential Studies
• Sequential estimation for time series regression models
• Fixed size confidence regions for parameters of threshold AR(1) models
• Editor's Special Invited Paper: Sequential Estimation for Time Series Models
• Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals

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