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

DOI10.1080/07474946.2014.896691zbMath1291.62153OpenAlexW2022108388MaRDI QIDQ5169476

Tumulesh K. S. Solanky

Publication date: 10 July 2014

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

Full work available at URL: https://doi.org/10.1080/07474946.2014.896691

zbMATH Keywords

stopping timesimulationspoint estimationregrettime series model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (1)

Authors' Response

Cites Work

• Second order approximation to the risk of a sequential procedure
• A sequential procedure with asymptotically negative regret for estimating a normal mean
• Second order approximations for sequential point and interval estimation
• Second order properties of accelerated stopping times with applications in sequential estimation
• Sequential Fixed-Width Confidence Interval Procedures for the Mean Under Multiple Boundary Crossings
• Editor's Special Invited Paper: Sequential Estimation for Time Series Models

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