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On the asymptotic theory of fixed-size sequential

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The article was published on 2016-01-01 and is currently open access. It has received 60 citations till now. The article focuses on the topics: Asymptotic analysis & Asymptotology.

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Journal ArticleDOI

Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems

Tze Leung Lai, +1 more
- 01 Mar 1982 - 
TL;DR: In this article, strong consistency and asymptotic normality of least squares estimates in stochastic regression models are established under certain weak assumptions on the Stochastic regressors and errors.

Sequential analysis: some classical problems and new challenges

Tze Leung Lai
TL;DR: A brief review of the developments in several classical problems of sequential analysis and their applications to biomedicine, economics and engi- neering can be found in this paper.
Journal ArticleDOI

A strongly consistent procedure for model selection in a regression problem

C. Radhakrishna Rao, +1 more
- 01 Jun 1989 - 
TL;DR: In this paper, a decision rule for the choice of a model which is strongly consistent for the true model as n -> oo is presented. But the decision rule is not applicable to the case where the distribution of the components of En is unknown.
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M-estimation of linear models with dependent errors

TL;DR: In this paper, asymptotic properties of regression parameters in linear models in which errors are dependent are studied. But the results are applied to linear models with errors being short-range dependent linear processes, heavy-tailed linear processes and some widely used nonlinear time series.
References
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Book ChapterDOI

On the asymptotic theory of fixed-width sequential confidence intervals for the mean.

TL;DR: In this article, a confidence interval of prescribed width 2d and prescribed coverage probability a for the unknown mean µ of the population is found for a sequence of independent observations from some population.
Journal ArticleDOI

Large-sample theory of sequential estimation

TL;DR: A proposition is established that fixed-sample-size formulae might be valid generally for sequential sampling, provided the sample size was large, and some situations in which the uniform continuity condition postulated in Theorems 1 and 2 is satisfied.
Journal ArticleDOI

Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions

TL;DR: In this article, Rosen et al. showed that the least squares estimators of the parameters of a Gauss-Markov regression are consistent in case (a) (theorem 1) or asymptotically normal in case(b) (Theorem 2) for every regression of the respective families.
Journal ArticleDOI

Central Limit Theorems for Families of Sequences of Random Variables

TL;DR: In this paper, the central limit theorem was shown to hold for all sequences of independent r.v.'s of a set of distribution functions (d.f.'s) of random variables with zero means and positive, finite variances.
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