Sequential estimation of means of linear processes

DOI10.1007/BF01894327zbMath0844.62073MaRDI QIDQ1902119

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

linear processmeanmulti-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)

Related Items (2)

Editor's Special Invited Paper: Sequential Estimation for Time Series Models ⋮ Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model

Cites Work

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• sequential estimation of the mean of a linear process
• 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

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