Sequential confidence intervals for time series

DOI10.1007/S10998-010-3183-ZzbMath1236.62095OpenAlexW2076608994MaRDI QIDQ653811

Edit Gombay

Publication date: 19 December 2011

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-010-3183-z

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15) Sequential estimation (62L12)

Related Items (3)

Unnamed Item ⋮ Unnamed Item ⋮ Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequential analysis. Tests and confidence intervals
• Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
• Detection of a “Disorder” in a Wiener Process
• A class of sequential tests for two‐sample composite hypotheses
• Weighted Logrank Statistics in Sequential Tests

This page was built for publication: Sequential confidence intervals for time series