Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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On Fixed Width Confidence Bounds for the Difference of the Means of Two Linear Processes

  • Published : 1996.12.01
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Abstract

In this article we consider a sequential procedure for the fixed width interval estimation of the means of two mutually independent linear processes. It is shown that the proposed stopping rule is asymptotically efficient as in iid samples (cf. Robbins, Simons and Starr(l967)).

Keywords

References

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