Sequential estimation for time series models
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Cites work
- A General Method of Determining Fixed-Width Confidence Intervals
- A nonlinear renewal theory with applications to sequential analysis II
- A nonlinear renewal theory with applications to sequential analysis. I
- A threshold AR(1) model
- Bounded regret of a sequential procedure for estimation of the mean
- Estimation in threshold autoregressive models with a stationary and a unit root regime
- Fixed accuracy estimation of an autoregressive parameter
- Fixed precision estimator of the offspring mean in branching processes
- Fixed size confidence regions for parameters of threshold AR(1) models
- scientific article; zbMATH DE number 721884 (Why is no real title available?)
- Moments of Randomly Stopped Sums
- On guaranteed estimation of the mean of an autoregressive process
- ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order
- On sequential comparisons of means of first-order autoregressive models
- On sequential estimation for branching processes with immigration.
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
- Second order approximations for sequential point and interval estimation
- Sequential estimation for branching processes with immigration
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
- Sequential estimation for the autocorrelations of linear processes
- Sequential estimation for the parameters of a stationary auto regressive model
- Sequential estimation of means of linear processes
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- Sequential estimation of the mean of a first-order stationary autoregressive process
- sequential estimation of the mean of a linear process
- Sequential estimation of the mean vector of a multivariate linear process
- Sequential estimation of the parameters of diffusion processes
- Sequential Methods and Their Applications
- Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
- Sequential point estimation of parameters in a threshold AR(1) model
- Sequential point estimation of the mean when the distribution is unspecified
- Sequential sampling based on the observed Fisher information to guarantee the accuracy of the maximum likelihood estimator
- The performance of a sequential procedure for the estimation of the mean
Cited in
(22)- Using a one-parameter model to sequentially estimate the root of a regression function.
- Sequential estimation for time series regression models
- Fixed accuracy estimation of parameters in a threshold autoregressive model
- Sequential fixed accuracy estimation for nonstationary autoregressive processes
- Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises
- Fixed-size confidence regions in high-dimensional sparse linear regression models
- Optimal index estimation of heavy-tailed distributions
- 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
- 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
- Authors' response
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
- On optimal adaptive prediction of multivariate autoregression
- Parameter estimation in optional semimartingale regression models
- On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises
- Investigation of sequential sampling procedures for estimation in a random coefficients autoregressive model
- Practical sequential big data strategies for interval and point estimation problems involving complicated UMVUEs of parametric functions from an exponential family
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