sequential estimation of the mean of a linear process
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Sequential estimation of the mean of a linear process
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Cites work
- Bounded regret of a sequential procedure for estimation of the mean
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 192907 (Why is no real title available?)
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- REMARKS ON SEQUENTIAL POINT ESTIMATION
- Second order approximation to the risk of a sequential procedure
- Sequential analysis. Tests and confidence intervals
- 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
Cited in
(28)- On sequential comparisons of means of first-order autoregressive models
- Sequential estimation of the mean vector of a multivariate linear process
- Sequential estimation for the autocorrelations of linear processes
- Random central limit theorem for the linear process generated by a strong mixing process
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
- A note on the residual empirical process in autoregressive models
- Sequential point estimation of parameters in a threshold AR(1) model
- A central limit theorem with random indices for stationary linear processes
- The sequential estimation in stochastic regression model with random coefficients
- Sequential estimation for time series regression models
- Sequential estimation of means of linear processes
- Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence
- Sequential estimation for the parameters of a stationary auto regressive model
- SEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSES
- On uniform integrability and asymptotically risk-efficient sequential estimation
- Limit Theorems for Sample Covariances of Stationary Linear Processes with Applications to Sequential Estimation
- Sequential point estimation for branching processes i, subcritical case
- Random central limit theorems for linear processes with weakly dependent innovations
- Sequential estimation for time series models
- Estimation of the Last Mean of a Monotone Sequence
- Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure
- Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
- A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
- Fixed size confidence regions for parameters of threshold AR(1) models
- scientific article; zbMATH DE number 7708090 (Why is no real title available?)
- scientific article; zbMATH DE number 7708021 (Why is no real title available?)
- Investigation of sequential sampling procedures for estimation in a random coefficients autoregressive model
- The functional CLT for linear processes generated by mixing random variables with infinite variance
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