Sequential estimation of the mean of a first-order autoregressive process (Q3212154)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sequential estimation of the mean of a first-order autoregressive process |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation of the mean of a first-order autoregressive process |
scientific article |
Statements
Sequential estimation of the mean of a first-order autoregressive process (English)
0 references
1990
0 references
nonlinear renewal theory
0 references
loss function
0 references
autoregressive process
0 references
unknown scale
0 references
asymptotic second order expansion
0 references
expected stopping time
0 references
optimal fixed sample size procedure
0 references
asymptotic normality of the stopping time
0 references
asymptotically risk efficient
0 references
0 references
0 references
