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- W4290803319 abstract "In this paper, a modified two-stage procedure in the Autoregressive model AR(1) is considered, which investigates the point and the interval estimation of the mean based on the least-squares estimator. The modified two-stage procedure is as effective as the best fixed-sample size procedure. In this regard, the significant properties of the procedure, including asymptotic risk efficiency, first-order efficiency, consistent, and asymptotic distribution of the mean, are established. Then, a Monte Carlo simulation study is deduced to investigate the modified two-stage procedure. The performance of estimators and confidence intervals are evaluated utilizing a simulation study. Finally, real-time series data is considered to illustrate the applicability of the modified two-stage procedure." @default.
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- W4290803319 date "2022-09-01" @default.
- W4290803319 modified "2023-10-01" @default.
- W4290803319 title "Modified Two-Stage Sampling Around the Mean of the First-Order Autoregressive Model" @default.
- W4290803319 doi "https://doi.org/10.52547/jss.16.1.127" @default.
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