Sequential estimation of means of linear processes

DOI10.1007/BF01894327MaRDI QIDQ1902119zbMATH OpenFDO

Authors Nitis Mukhopadhyay

Publication date 1 September 1996

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176611

zbMATH Keywords

meanlinear processmulti-sample problempurely sequential samplingfixed-width confidence intervalone sample problemminimum risk point estimationoperational savingsaccelerated sequential samplingfirst-order asymptotic characteristics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 3155182 (Why is no real title available?)
• scientific article; zbMATH DE number 3843026 (Why is no real title available?)
• A Sequential Analogue of the Behrens-Fisher Problem
• On sequential comparisons of means of first-order autoregressive models
• 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
• Second order approximation to the risk of a sequential procedure
• Second order approximations for sequential point and interval estimation
• Second order properties of accelerated stopping times with applications in sequential estimation
• Sequential Estimation of a Linear Function of Means of Three Normal Populations
• Sequential estimation of the mean of a first-order stationary autoregressive process
• Sequential point estimation of the mean when the distribution is unspecified
• The performance of a sequential procedure for the estimation of the mean
• sequential estimation of the mean of a linear process

Cited in

(7)

• Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
• Sequential estimation of linear models in three stages
• Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
• Optimal means for continuous processes in series
• Sequential Procedures for Aggregating Arbitrary Estimators of a Conditional Mean
• Sequential estimation for time series models
• sequential estimation of the mean of a linear process

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