Editor's Special Invited Paper: Sequential Estimation for Time Series Models
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Publication:5169469
DOI10.1080/07474946.2014.896679zbMath1319.62193OpenAlexW2008426161MaRDI QIDQ5169469
Publication date: 10 July 2014
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2014.896679
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 (18)
Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models ⋮ Parameter estimation in optional semimartingale regression models ⋮ Authors' Response ⋮ Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises ⋮ On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises ⋮ 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 ⋮ 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 ⋮ Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model ⋮ Sequential fixed accuracy estimation for nonstationary autoregressive processes ⋮ Optimal index estimation of heavy-tailed distributions ⋮ Fixed accuracy estimation of parameters in a threshold autoregressive model ⋮ On Optimal Adaptive Prediction of Multivariate Autoregression
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