On sequential confidence interval in a stationary Gaussian process

DOI10.1080/07474946.2021.2010414zbMath1493.62141OpenAlexW4200245019MaRDI QIDQ5861996

Uttam Bandyopadhyay, Pritam Sarkar

Publication date: 3 March 2022

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2021.2010414

zbMATH Keywords

Gaussian processmartingaleserial correlationfixed accuracy confidence interval

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Cites Work

• A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data
• On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples
• Generalized autoregressive conditional heteroscedasticity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Inference About the First-Order Autoregressive Coefficient
• Purely Sequential and Two-Stage Fixed-Accuracy Confidence Interval Estimation Methods for Count Data from Negative Binomial Distributions in Statistical Ecology: One-Sample and Two-Sample Problems
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics
• Linear Statistical Inference and its Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On sequential confidence interval in a stationary Gaussian process