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 2 158-160

Ämneskategorier

Sannolikhetsteori och statistik

DOI

10.1080/07474946.2014.896680