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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.read more
Citations
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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,C. Z. Wei +1 more
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
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,Yuehua Wu +1 more
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.
Journal ArticleDOI
The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean
Journal ArticleDOI
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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