On sequential comparisons of means of first-order autoregressive models

Nitis Mukhopadhyay, T.N. Sriram

Type: Article

Publication Date: 1992-12-01

Citations: 14

DOI: https://doi.org/10.1007/bf02613995

View Publication

Locations

Metrika - View

Similar Works

Action	Title	Year	Authors
+	On the Bickel–Rosenblatt test for first-order autoregressive models	2002	Sangyeol Lee Seongryong Na
+	On Determination of the Order of an Autoregressive Model	1989	Zhidong Bai K. Subramanyam L.C. Zhao
+	Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study	1998	Siu Hung Cheung Ka Ho Wu Wai‐Sum Chan
+	Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure	2021	Soudabe Sajjadipanah Eisa Mahmoudi Mohammadsadegh Zamani
+	Comparison of estimates of autoregressive models with superimposed errors	2001	Siu-yung Chong
+	On the Bias of Autoregressive Approximations to Moving Average	1973	James T. McClave
+	On autoregressive and moving average models with time-varying coefficients	1986	溪花権
+	Duality, Forecasting and Selection of Autoregressive Moving Average Models	2002	OE Olowofeso KA Khogali JO Owino
+ PDF Chat	Sequential Estimation for Nonparametric Autoregressive Models	2019	Ouerdia Arkoun Jean-Yves Brua Sergei Pergamenshchikov
+	On the Analysis of First Order Autoregressive Models with Incomplete Data	1966	Arnold Zellner
+	ON SELECTION OF AUTOREGRESSIVE ORDER IN CASE OF INCORRECTLY MODEL SPECIFICATION	2011	Samir K. Safi
+	On least-squares estimation of the residual variance in the first-order moving average model	1999	Raúl P. Mentz Pedro A. Morettin C M C Toloi
+	Sequential empirical process in autoregressive models with measurement errors	2005	Seongryong Na Sangyeol Lee Hyeonah Park
+	On an autoregressive model with time-dependent coefficients	1986	Gea Hwa Kwoun Yoshihiro Yajima
+	An Evaluation of Efficiency of Some Estimators for the First Order Autoregressive Models	1985	Andrzej Tomaszowicz Majid Hemza Al-Nassir
+	A Note on Estimating Autoregressive-Moving Average Order	1991	L. Kavalieris
+	On the Covariance Determinants of Moving-Average and Autoregressive Models	1960	P. D. Finch
+	Delay times of sequential procedures for multiple time series regression models	2009	Alexander Aue Lajos Horváth Matthew Reimherr
+ PDF Chat	A comparison study on regression with stationary nonparametric autoregressive errors	2016	Kyusang Yu
+	On the identification of autoregressive moving average models	2000	Kuldeep Kumar

Works That Cite This (12)

Action	Title	Year	Authors
+	Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure	2021	Soudabe Sajjadipanah Eisa Mahmoudi Mohammadsadegh Zamani
+	On Sequential Least Squares Estimates of Autoregressive Parameters	2005	Leonid Galtchouk Victor Konev
+	Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises	2009	Dominique Fourdrinier Victor Konev S. M. Pergamenshchikov
+	References	2008
+	On Optimal Adaptive Prediction of Multivariate Autoregression	2015	Marat I. Kusainov Vyacheslav A. Vasiliev
+ PDF Chat	Sequential Estimation of the Parameters in Unstable AR(2)	2006	Leonid Galtchouk Victor Konev
+ PDF Chat	Modified Two-Stage Sampling Around the Mean of the First-Order Autoregressive Model	2022	Eisa Mahmoudi Soudabeh Sajjadipanah Mohammad Sadegh Zamani
+	Sequential estimation of means of linear processes	1995	Nitis Mukhopadhyay
+	Editor's Special Invited Paper: Sequential Estimation for Time Series Models	2014	T.N. Sriram Ross Iaci
+	Note on an improvement in two stage sampling scheme	1997	Jerzy Bartos Marek Kałuszka

Works Cited by This (9)

Action	Title	Year	Authors
+ PDF Chat	On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean	1965	Y. S. Chow Herbert Robbins
+ PDF Chat	Sequential Estimation of the Mean of a First-Order Stationary Autoregressive Process	1987	Τ. N. Sriram
+	Remarks on sequential estimation of a linear function of two means: The normal case	1977	Nitis Mukhopadhyay
+ PDF Chat	A Sequential Analogue of the Behrens-Fisher Problem	1967	Herbert Robbins Gordon Simons N. J. Starr
+	Sequential estimation of a linear function of mean vectors	1989	Nitis Mukhopadhyay S. Liberman
+	Sequential Estimation of a Linear Function of Means of Three Normal Populations	1976	Nitis Mukhopadhyay
+	Probability and Statistics.	1960	F. N. David Ulf Grenander
+	Sequential Estimation of a Linear Function of Means of Three Normal Populations	1976	Nitis Mukhopadhyay
+	Sequential Estimation of the Mean of a Normal Population	1985	Herbert Robbins