Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci
Artikel i vetenskaplig tidskrift, 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
Författare
Sören Christensen
Sequential Analysis
0747-4946 (ISSN)
Vol. 33 2 158-160Ämneskategorier
Sannolikhetsteori och statistik
DOI
10.1080/07474946.2014.896680