Sequential estimation of means of linear processes

First the minimum risk point estimation as well as the fixed-width confidence interval problems for the mean parameter of a linear process are addressed under the framework of Fakhre-Zakeri and Lee. The accelerated versions of their full sequential methodologies are introduced in order to achieve operational savings. Next, multi-sample analogs are discussed along the lines of Mukhopadhyay and Sriram both under full sequential as well as accelerated sequential sampling. In either setup, the first-order asymptotic characteristics are highlighted.