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

DOI10.1080/07474946.2014.896688zbMath1291.62150OpenAlexW2327963670MaRDI QIDQ5169473

Tze Leung Lai

Publication date: 10 July 2014

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

Full work available at URL: https://doi.org/10.1080/07474946.2014.896688

zbMATH Keywords

autoregressive modelsfixed-width confidence intervalsmartingale central limit theoremprediction: stopping ruleunit-root nonstationarity

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

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Authors' Response

Cites Work

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