On sequential confidence interval in a stationary Gaussian process

被引：0

作者：

Sarkar, Pritam ^{[1
]}

Bandyopadhyay, Uttam ^{[2
]}

机构：

[1] Univ Burdwan, Dept Stat, Burdwan 713104, W Bengal, India

[2] Univ Calcutta, Dept Stat, Kolkata, India

来源：

SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS | 2021年 / 40卷 / 04期

关键词：

Fixed accuracy confidence interval; Gaussian process; martingale; serial correlation; ONE-SAMPLE;

D O I：

10.1080/07474946.2021.2010414

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article we concentrate on fixed accuracy intervals of the common variance when the data arise from a Gaussian process with order 1 autoregressive covariance structure. Our approach includes the maximum likelihood method and least squares method for estimating the parameters in this process. We provide necessary asymptotic results and carry out numerical evaluations.

引用

页码：542 / 553

页数：12

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