A. Novikov, A. N. Shiryaev, “Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci”, Sequential Analysis. Design Methods & Applications, 2014, Volume 33, Issue 2, Pages 182

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Sequential Analysis. Design Methods & Applications, 2014, Volume 33, Issue 2, Pages 182–185
DOI: https://doi.org/10.1080/07474946.2014.896690 (Mi seqan1)

This article is cited in 3 scientific papers (total in 3 papers)

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

A. Novikov^a, A. N. Shiryaev^b

^a University of Technology, Sydney
^b Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Citations (3)

DOI: https://doi.org/10.1080/07474946.2014.896690

Abstract: We are glad to offer some comments on the invited paper of Professors Sriram and Iaci. These comments taken in the light of the paper under discussion will hopefully broaden the scope of future research in this important field.

Received: 26.09.2013
Accepted: 18.01.2014

Bibliographic databases:

Document Type: Article

MSC: 62L12, 60G40, 62M10, 62F25, 60G10

Language: English

Linking options:

https://www.mathnet.ru/eng/seqan1

This publication is cited in the following 3 articles:

A. A. Novikov, A. N. Shiryaev, N. E. Kordzahiya, “On parameter estimation of diffusion processes: sequential and fixed sample size estimation revisited”, Teor. Veroyatnost. i Primenen., 69:4 (2024), 668–694
A. A. Novikov, A. N. Shiryaev, N. E. Kordzahiya, “On parameter estimation of diffusion processes: sequential and fixed sample size estimation revisited”, Theory Probab. Appl., 69:4 (2025), 531–552
T. N. Sriram, Ross Iaci, “Authors' Response”, Sequential Analysis, 33:2 (2014), 194

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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