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

DOI10.1080/07474946.2014.896689zbMath1291.62145OpenAlexW2025719388MaRDI QIDQ5169474

Swarnali Banerjee, Nitis Mukhopadhyay

Publication date: 10 July 2014

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

Full work available at URL: https://doi.org/10.1080/07474946.2014.896689

zbMATH Keywords

simulationspoint estimationregretnormal meanexponential meannegative regretestimated regretexact regret

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sums of independent random variables; random walks (60G50) Sequential statistical analysis (62L10) Sequential estimation (62L12)

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Cites Work

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• Multivariate sequential point estimation
• Second order approximations for sequential point and interval estimation
• Sequential estimation problems for negative exponential populations
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• Editor's Special Invited Paper: Sequential Estimation for Time Series Models
• Exact Risks of Sequential Point Estimators of the Exponential Parameter
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• On a sequential rule for estimating the location parameter of an exponential distribution
• Further Remarks on Sequential Estimation: The Exponential Case

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