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Original Articles

Fixed Precision Estimation in the Blum-Rosenblatt Time Series

Pages 233-239 | Published online: 14 Aug 2013

  • BlumJ.R. and RosenblattJ. (1969). On fixed precision estimation in time series. Annals of Mathematical Statistics, 40, 1021–1032.
  • GoldysB. (1985). Fixed precision estimation of a normal mean. In: Sequential methods in statistics, ed. ZielińskiR.. Banach Center Publications, 16, PWN Warszawa, 123–131.
  • GovindarajuluZ. (1985). A survey of sequential statistical analysis. In: Sequential methods in statistics, ed. ZielińskiR., Banach Center Publications, 16, PWN Warszawa, 133–179.
  • GovindarajuluZ. (1986). Recent developments in sequential analysis. Part II: Estimation of parameters. Math. Scientist, 11, 17–31.
  • ZacksS. (1971). The theory of statistical inference. Wiley, New York.
  • ZielińskiR. (1980). Fixed precision estimate of mean of a Gaussian sequence with unknown covariance structure. Lecture Notes in Statistics, 2, Springer-Verlag, 360–363.
  • ZielińskiR. (1982) A class of stopping rules for fixed precision sequential estimates. Zastosowania Matematyki–Applicationes Mathematicae, XVII, 2, 277–281.

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