Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
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Publication:5169473
DOI10.1080/07474946.2014.896688zbMath1291.62150OpenAlexW2327963670MaRDI QIDQ5169473
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
autoregressive modelsfixed-width confidence intervalsmartingale central limit theoremprediction: stopping ruleunit-root nonstationarity
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