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Publication:5169478
DOI10.1080/07474946.2014.896694zbMath1291.62152OpenAlexW4245041936MaRDI QIDQ5169478
Publication date: 10 July 2014
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2014.896694
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 (1)
Cites Work
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- Optimal stopping on autoregressive schemes
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
- Sequential estimation of the parameters of diffusion processes
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- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
- Phase-Type Distributions and Optimal Stopping for Autoregressive Processes
- Exact Risks of Sequential Point Estimators of the Exponential Parameter
- Further Remarks on Sequential Estimation: The Exponential Case
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