REFERENCES
- Chernoff, H. 1972. Sequential Analysis and Optimal Design. Philadelphia, PA: SIAM.
- Dogadova, T. V., M. I. Kusainov, and V. A. Vasiliev. 2017. “Truncated Estimation Method and Applications.” Serdica. Mathematical Journal Bulgarian Academy of Sciences Institute of Mathematics and Informatics 43 (1):221–66.
- Konev, V. V., and T. L. Lai. 1995. “Estimators with Prescribed Precision in Stochastic Regression Models.” Sequential Analysis 14 (3):179–92.
- Kusainov, M. I., and V. A. Vasiliev. 2015. “On Optimal Adaptive Prediction of Multivariate Autoregression.” Sequential Analysis 34 (2):211–34.
- Liptser, R., and A. Shiryaev. 1988. Theory of Martingales. New York: Springer.
- Politis, D. N. 2015. Model-Free Prediction and Regression: A Transformation-Based Approach to Inference. New York: Springer.
- Politis, D. N., and V. A. Vasiliev. 2012. Sequential kernel estimation of a multivariate regression function. In Proceedings of the IX International Conference ’System Identification and Control Problems, SICPRO’12, Moscow, 30 January – 2 February, pages 996–1009, Moscow, V.A. Tapeznikov Institute of Control Sciences.
- Politis, D. N., and V. A. Vasiliev. 2013. “Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations.” Sequential Analysis: Design Methods and Applications 32 (3):243–66.
- Politis, D. N., V. A. Vasiliev, and S. E. Vorobeychikov. 2018. “Truncated Estimation of Ratio Statistics with Application to Heavy Tail Distributions.” Mathematical Methods of Statistics 27 (3):226–43.
- Sriram, T. N. 1988. “Sequential Estimation of the Autoregressive Parameter in a First Order Autoregressive Process.” Sequential Analysis 7 (1):53–74.
- Sriram, T. N., and R. Iaci. 2014. “Sequential Estimation for Time Series Models.” Sequential Analysis 33 (2):136–57.
- Vasiliev, V. 2014. “A Truncated Estimation Method with Guaranteed Accuracy.” Annals of the Institute of Statistical Mathematics 66 (1):141–63.