AU - Mahmoudi, Eisa AU - Sajjadipanah, Soudabeh AU - Zamani, Mohammad Sadegh TI - Modified Two-Stage Sampling Around the Mean of the First-Order Autoregressive Model PT - JOURNAL ARTICLE TA - JSS JN - JSS VO - 16 VI - 1 IP - 1 4099 - http://jss.irstat.ir/article-1-783-en.html 4100 - http://jss.irstat.ir/article-1-783-en.pdf SO - JSS 1 ABĀ  - 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. CP - IRAN IN - Department of Statistics, Yazd University, Yazd , Iran. LG - eng PB - JSS PG - 127 PT - Research YR - 2022