Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
DOI10.1080/07474946.2014.896689zbMATH Open1291.62145OpenAlexW2025719388MaRDI QIDQ5169474FDOQ5169474
Swarnali Banerjee, Nitis Mukhopadhyay
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
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- 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
- Sequential estimation for time series models
- Sequential estimation for time series regression models
- ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES
simulationsregretpoint estimationnormal meanexponential meannegative regretestimated regretexact regret
Nonparametric estimation (62G05) Sequential statistical analysis (62L10) Sequential estimation (62L12) Sums of independent random variables; random walks (60G50)
Cites Work
- Sequential Methods and Their Applications
- Second order approximations for sequential point and interval estimation
- Title not available (Why is that?)
- Exact Risks of Sequential Point Estimators of the Exponential Parameter
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- Further Remarks on Sequential Estimation: The Exponential Case
- Sequential estimation problems for negative exponential populations
- Editor's Special Invited Paper: Sequential Estimation for Time Series Models
- On a sequential rule for estimating the location parameter of an exponential distribution
- Multivariate sequential point estimation
- 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
- Sequential estimation of the autoregressive parameters in ar(p) model
Cited In (5)
- 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
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
- Purely sequential point estimation of a function of the mean in an exponential distribution
- Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients
- Authors' Response
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