On sequential comparisons of means of first-order autoregressive models
type: Item
instance of: scholarly article
title: On sequential comparisons of means of first-order autoregressive models
zbMATH Open document ID: 0748.62044
DOI: 10.1007/BF02613995
author: T. N. Sriram
author: Nitis Mukhopadhyay
published in: Metrika
publication date: 1992-09-27T00:00:00Z
full work available at URL: https://eudml.org/doc/176410
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 64553
zbMATH Keywords: sequential comparisons of means
zbMATH Keywords: asymptotic risk efficiency
zbMATH Keywords: asymptotic consistency
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: stopping rule
zbMATH Keywords: linear combination of means
zbMATH Keywords: first order autoregressive models
zbMATH Keywords: linear combination of sample means
zbMATH Keywords: squared error plus cost per observation
zbMATH Keywords: fixed-width confidence interval
zbMATH Keywords: point estimation
zbMATH Keywords: interval estimation
zbMATH Keywords: sampling scheme
zbMATH Keywords: first order efficiency properties
zbMATH Keywords: multiple time series
MaRDI profile type: Publication
cites work: On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
cites work: Sequential Estimation of a Linear Function of Means of Three Normal Populations
cites work: Remarks on sequential estimation of a linear function of two means: the normal case
cites work: Sequential estimation of a linear function of mean vectors
cites work: A Sequential Analogue of the Behrens-Fisher Problem
cites work: Sequential estimation of the mean of a first-order stationary autoregressive process
OpenAlex ID: W1971053201
description: scientific article; zbMATH DE number 64553