Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure
From MaRDI portal
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)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- AR(1) model with skew-normal innovations
- Sequential confidence intervals for time series
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
- Sequential estimation of the mean of a first-order stationary autoregressive process
- A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
- On sequential comparisons of means of first-order autoregressive models
- Sequential point estimation of parameters in a threshold AR(1) model
- On a two-stage procedure having second-order properties with applications
- Sequential fixed-accuracy confidence intervals for the stress-strength reliability parameter for the exponential distribution: two-stage sampling procedure
- Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- sequential estimation of the mean of a linear process
- Sequential estimation for the parameters of a stationary auto regressive model
- Sequential estimation of the autoregressive parameters in ar(p) model
- Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
- Minimum risk sequential point estimation of the stress-strength reliability parameter for exponential distribution
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- Fixed size confidence regions for parameters of threshold AR(1) models