Sequential estimation of the mean of a first-order autoregressive process
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Cites work
- A Frequentistic Approach to Sequential Estimation in the General Linear Model
- A nonlinear renewal theory with applications to sequential analysis II
- A nonlinear renewal theory with applications to sequential analysis. I
- Bounded regret of a sequential procedure for estimation of the mean
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- REMARKS ON SEQUENTIAL POINT ESTIMATION
- Risk-efficient estimation of the mean exponential survival time under random censoring.
- Second order approximation to the risk of a sequential procedure
- Second order approximations for sequential point and interval estimation
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- Sequential estimation of the mean exponential survival time under random censoring
- Sequential estimation of the mean of a first-order stationary autoregressive process
- Sequential estimation of the mean survival time under random censorship
- Sequential point estimation based on U-statistics
- Sequential point estimation of the mean when the distribution is unspecified
- The performance of a sequential procedure for the estimation of the mean
Cited in
(18)- Sequential estimation of the mean of a first-order stationary autoregressive process
- On sequential comparisons of means of first-order autoregressive models
- On guaranteed estimation of the mean of an autoregressive process
- Risk-efficient estimation of the parameter of an autoregressive process
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
- On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models
- On the duration of sequential estimation of parameters of stochastic processes in discretetime
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- scientific article; zbMATH DE number 69470 (Why is no real title available?)
- Sequential Generlized Least squares Estimator For An Autoressive parameter
- Sequential, accelerated-sequential and three-stage estimation of the mean of a first-order stationary autoregressive process: A monte carlo study
- On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)
- scientific article; zbMATH DE number 1399986 (Why is no real title available?)
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
- On Sequential Least Squares Estimates of Autoregressive Parameters
- Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
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