On sequential comparisons of means of first-order autoregressive models

DOI10.1007/BF02613995zbMath0748.62044OpenAlexW1971053201MaRDI QIDQ1193385

T. N. Sriram, Nitis Mukhopadhyay

Publication date: 27 September 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176410

zbMATH Keywords

asymptotic efficiencystopping ruleasymptotic consistencyinterval estimationpoint estimationmultiple time seriessampling schemelinear combination of meansfixed-width confidence intervalasymptotic risk efficiencyfirst order autoregressive modelsfirst order efficiency propertieslinear combination of sample meanssequential comparisons of meanssquared error plus cost per observation

Mathematics Subject Classification ID

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

Related Items

Note on an improvement in two stage sampling scheme, Sequential estimation of means of linear processes, Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises, Unnamed Item, Unnamed Item, On Sequential Least Squares Estimates of Autoregressive Parameters, Editor's Special Invited Paper: Sequential Estimation for Time Series Models, On Optimal Adaptive Prediction of Multivariate Autoregression, Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure

Cites Work

• Sequential estimation of the mean of a first-order stationary autoregressive process
• Remarks on sequential estimation of a linear function of two means: the normal case
• Sequential estimation of a linear function of mean vectors
• Sequential Estimation of a Linear Function of Means of Three Normal Populations
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Sequential Analogue of the Behrens-Fisher Problem