Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169473)
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scientific article; zbMATH DE number 6316015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci |
scientific article; zbMATH DE number 6316015 |
Statements
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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