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

DOI10.1080/07474946.2014.896684zbMath1291.62144OpenAlexW2013115284MaRDI QIDQ5169471

Leonid I. Galtchouk

Publication date: 10 July 2014

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

Full work available at URL: https://doi.org/10.1080/07474946.2014.896684

zbMATH Keywords

confidence regionpoint estimationsequential estimationautoregressive processuniform asymptotic normality

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items (2)

Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models ⋮ Authors' Response

Cites Work

• Fixed accuracy estimation of an autoregressive parameter
• Sequential estimation of the mean of a first-order stationary autoregressive process
• On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)
• Editor's Special Invited Paper: Sequential Estimation for Time Series Models

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