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) 15324176 (eISSN)
Vol. 33 2 158-160Subject Categories
Probability Theory and Statistics
DOI
10.1080/07474946.2014.896680