On sequential confidence interval in a stationary Gaussian process

DOI10.1080/07474946.2021.2010414MaRDI QIDQ5861996zbMATH OpenOpenAlexFDO

Authors Pritam Sarkar, Uttam Bandyopadhyay

Publication date 3 March 2022

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2021.2010414

zbMATH Keywords

fixed accuracy confidence intervalGaussian processmartingaleserial correlation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

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Cites work

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Cited in

(6)

• Approximate confidence sets for a stationary \(AR(p)\) process
• Fixed Precision Estimation in the Blum-Rosenblatt Time Series
• Exact confidence intervals of the extended Orey index for Gaussian processes
• Confidence Interval Estimation for the Variance Parameter of Stationary Processes
• scientific article; zbMATH DE number 3909573 (Why is no real title available?)
• On fixed accuracy confidence interval in multivariate normal distribution with order 1 autoregressive covariance structure

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