Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169473): Difference between revisions

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Revision as of 22:19, 19 March 2024

scientific article; zbMATH DE number 6316015
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Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
scientific article; zbMATH DE number 6316015

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    Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (English)
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    10 July 2014
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    autoregressive models
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    fixed-width confidence intervals
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    martingale central limit theorem
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    prediction: stopping rule
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    unit-root nonstationarity
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