Soudabe Sajjadipanah, E. Mahmoudi, Mohammadsadegh Zamani
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引用次数: 0
Abstract
A two-stage procedure in a first-order autoregressive model ðARð1ÞÞ is considered that investigates the point and the interval estimation of parameters based on the least squares estimator. The two-stage procedure is shown to be as effective as the best fixed-sample-size procedure. In this regard, the significant properties of the procedure, such as asymptotic risk efficiency, asymptotic efficiency, and asymptotic consistency, are established. A Monte Carlo simulation study is conducted to compare the performance of the two-stage procedure and the purely sequential procedure. Finally, real-time series data are considered to illustrate the applicability of the two-stage procedure. ARTICLE HISTORY Received 6 May 2020 Revised 14 June 2021 Accepted 5 September 2021
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The purpose of Sequential Analysis is to contribute to theoretical and applied aspects of sequential methodologies in all areas of statistical science. Published papers highlight the development of new and important sequential approaches.
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