Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci

DOI10.1080/07474946.2014.896680zbMath1291.62147OpenAlexW1987216315MaRDI QIDQ5169470

Sören Christensen

Publication date: 10 July 2014

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2014.896680

zbMATH Keywords

optimal stoppingautoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items

Authors' Response

Cites Work

• Optimal stopping on autoregressive schemes
• An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences
• On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
• Applied Probability and Queues
• Editor's Special Invited Paper: Sequential Estimation for Time Series Models
• Phase-Type Distributions and Optimal Stopping for Autoregressive Processes