Discussion on ``Sequential estimation for time series models by T. N. Sriram and Ross Iaci

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Discussion on ``Sequential estimation for time series models'' by T. N. Sriram and Ross Iaci (scientific article; zbMATH DE number 6316017)

DOI10.1080/07474946.2014.896690MaRDI QIDQ5169475zbMATH OpenOpenAlexFDO

Authors Albert N. Shiryaev, A. Novikov

Publication date 10 July 2014

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2014.896690


zbMATH Keywords

Bayesian sequential estimatorsdiffusion processesOrnstein-Uhlenbeck processstopping rules

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)





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