Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci
Journal article, 2014

Based on the excellent review and numerical study presented by Professor T. N. Sriram and Professor R. Iaci, another sequential problem for autoregressive processes is discussed. © 2014 Copyright Taylor & Francis Group, LLC.

Optimal stopping

Autoregressive models

Author

Sören Christensen

Sequential Analysis

0747-4946 (ISSN)

Vol. 33 2 158-160

Subject Categories

Probability Theory and Statistics

DOI

10.1080/07474946.2014.896680

More information

Created

10/10/2017