On sequential confidence interval in a stationary Gaussian process. Issue 4 (2nd October 2021)
- Record Type:
- Journal Article
- Title:
- On sequential confidence interval in a stationary Gaussian process. Issue 4 (2nd October 2021)
- Main Title:
- On sequential confidence interval in a stationary Gaussian process
- Authors:
- Sarkar, Pritam
Bandyopadhyay, Uttam - Abstract:
- Abstract: 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.
- Is Part Of:
- Sequential analysis. Volume 40:Issue 4(2021)
- Journal:
- Sequential analysis
- Issue:
- Volume 40:Issue 4(2021)
- Issue Display:
- Volume 40, Issue 4 (2021)
- Year:
- 2021
- Volume:
- 40
- Issue:
- 4
- Issue Sort Value:
- 2021-0040-0004-0000
- Page Start:
- 542
- Page End:
- 553
- Publication Date:
- 2021-10-02
- Subjects:
- Fixed accuracy confidence interval -- Gaussian process -- martingale -- serial correlation
62F25 -- 62L12
Sequential analysis -- Periodicals
519.54 - Journal URLs:
- http://www.tandfonline.com/toc/lsqa20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/07474946.2021.2010414 ↗
- Languages:
- English
- ISSNs:
- 0747-4946
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8242.279500
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 20386.xml