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Publication:5169478
DOI10.1080/07474946.2014.896694zbMath1291.62152MaRDI QIDQ5169478
Publication date: 10 July 2014
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2014.896694
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F25: Parametric tolerance and confidence regions
60G10: Stationary stochastic processes
60G40: Stopping times; optimal stopping problems; gambling theory
62L12: Sequential estimation
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Cites Work
- Fixed accuracy estimation of an autoregressive parameter
- Optimal stopping on autoregressive schemes
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