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

Pages 186-189 | Received 21 Aug 2013, Accepted 05 Dec 2013, Published online: 09 May 2014

REFERENCES

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  • Mukhopadhyay , N. and Poruthotage , S. M. ( 2013b ). Sequential Fixed-Width Confidence Interval Procedures for the Mean Under Multiple Boundary Crossings , Sequential Analysis 32 : 83 – 109 .
  • Mukhopadhyay , N. and Solanky , T. K. S. ( 1991 ). Second Order Properties of Accelerated Stopping Times with Applications in Sequential Estimation , Sequential Analysis 10 : 99 – 123 .
  • Robbins , H. E. ( 1959 ). Sequential Estimation of the Mean of a Normal Population , in Probability and Statistics , U. Grenander , ed., pp. 235 – 245 , New York : Wiley .
  • Sriram , T. N. and Iaci , R. ( 2014 ). Sequential Estimation for Time Series Models , Sequential Analysis 33 : 136 – 157 .
  • Takada , Y. ( 1992 ). A Sequential Procedure with Asymptotically Negative Regret for Estimating a Normal Mean , Annals of Statistics 20 : 562 – 569 .
  • Woodroofe , M. ( 1977 ). Second Order Approximations for Sequential Point and Interval Estimation , Annals of Statistics 5 : 984 – 995 .
  • Recommended by Nitis Mukhopadhyay

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