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Sequential Analysis
Design Methods and Applications
Volume 34, 2015 - Issue 2
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Original Articles

On Optimal Adaptive Prediction of Multivariate Autoregression

Marat I. Kusainov Department of Applied Mathematics and Cybernetics, Tomsk State University, Tomsk, Russia
&
Vyacheslav A. Vasiliev Department of Applied Mathematics and Cybernetics, Tomsk State University, Tomsk, RussiaCorrespondence[email protected]
Pages 211-234 | Received 04 Sep 2014, Accepted 26 Feb 2015, Published online: 18 May 2015

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D. N. Politis, V. A. Vasiliev & S. E. Vorobeychikov. (2021) Optimal index estimation of heavy-tailed distributions. Sequential Analysis 40:1, pages 125-147.
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Bikram Karmakar & Indranil Mukhopadhyay. (2019) Risk-efficient sequential estimation of multivariate random coefficient autoregressive process. Sequential Analysis 38:1, pages 26-45.
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Bikram Karmakar & Indranil Mukhopadhyay. (2018) Risk efficient estimation of fully dependent random coefficient autoregressive models of general order. Communications in Statistics - Theory and Methods 47:17, pages 4242-4253.
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Articles from other publishers (1)

. (2017) Тезисы докладов, представленных на Второй международной конференции по стохастическим методамInternational conference on stochastic methods (Abstracts). Теория вероятностей и ее применения Teoriya Veroyatnostei i ee Primeneniya 62:4, pages 798-839.
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