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

DOI10.1080/07474946.2014.896689MaRDI QIDQ5169474zbMATH OpenOpenAlexFDO

Authors Nitis Mukhopadhyay, Swarnali Banerjee

Publication date 10 July 2014

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2014.896689

zbMATH Keywords

simulationsregretpoint estimationnormal meanexponential meannegative regretestimated regretexact regret

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sequential statistical analysis (62L10) Sequential estimation (62L12) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 734970 (Why is no real title available?)
• Exact Risks of Sequential Point Estimators of the Exponential Parameter
• Further Remarks on Sequential Estimation: The Exponential Case
• Multivariate sequential point estimation
• On a sequential rule for estimating the location parameter of an exponential distribution
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• On the Asymptotic Regret While Estimating the Location of an Exponential Distribution
• Optimal sequential estimation procedures for the normal mean when the variance is known
• Second order approximations for sequential point and interval estimation
• Sequential Methods and Their Applications
• Sequential estimation for time series models
• Sequential estimation of the autoregressive parameters in ar(p) model
• Sequential estimation problems for negative exponential populations

Cited in

(7)

• 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
• Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients
• Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
• Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling
• Purely sequential point estimation of a function of the mean in an exponential distribution
• Authors' response

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