Sequential estimation for dependent observations with an application to non-standard autoregressive processes
- 30 June 1990
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 35 (1) , 149-168
- https://doi.org/10.1016/0304-4149(90)90129-g
Abstract
No abstract availableKeywords
This publication has 17 references indexed in Scilit:
- Estimation for first-order autoregressive processes with positive or bounded innovationsStochastic Processes and their Applications, 1989
- Large sample inference from single server queuesQueueing Systems, 1988
- Maximum likelihood estimation in a class of nonregular casesBiometrika, 1985
- Second Order Approximation to the Risk of a Sequential ProcedureThe Annals of Statistics, 1983
- REMARKS ON OPTIMAL INFERENCE FOR MARKOV BRANCHING PROCESSES: A SEQUENTIAL APPROACHAustralian Journal of Statistics, 1983
- M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versionsCommunications in Statistics. Part C: Sequential Analysis, 1982
- The Performance of a Sequential Procedure for the Estimation of the MeanThe Annals of Statistics, 1981
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the MeanThe Annals of Mathematical Statistics, 1965
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference EquationsThe Annals of Mathematical Statistics, 1959
- Large-sample theory of sequential estimationMathematical Proceedings of the Cambridge Philosophical Society, 1952