Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure
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Publication:5861991
DOI10.1080/07474946.2021.2010404zbMath1493.62491OpenAlexW4206431545MaRDI QIDQ5861991
Mohammadsadegh Zamani, Soudabe Sajjadipanah, Eisa Mahmoudi
Publication date: 3 March 2022
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2021.2010404
asymptotic efficiencyasymptotic consistencyautoregressive processtwo-stage procedureasymptotic risk efficiencypurely sequential procedure
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)
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