Add to ORKGBased on the excellent review and numerical study presented by Professor T. N. Sriram and Professor R. Iaci, another sequential problem for autoregressive processes is discussed. © 2014 Copyright Taylor & Francis Group, LLC
AbstractThis paper is concerned with a general approach for sequential estimation for dependent obse...
Assume observations are generated from an infinite-order autoregressive (AR) process. Shibata (1980)...
Currently, because online data is abundant and can be collected more easily , people often face the ...
Based on the excellent review and numerical study presented by Professor T. N. Sriram and Professor ...
We are glad to offer some comments on the invited paper of Professors Sriram and Iaci. These comment...
This article revisits a sequential approach to the estimation of the parameter in a p-order autoregr...
This cours is devoted to the main problems of the sequential analysis: sequential estimation and seq...
This cours is devoted to the main problems of the sequential analysis: sequential estimation and seq...
Introduction Chapter I. Time Series 1.1 Sample of a stochastic process 1.2 Stationarity and trend of...
By way of Monte Carlo techniques, this paper compares the moderate sample size properties of three m...
By way of Monte Carlo techniques, this paper compares the moderate sample size properties of three m...
A discussion is given of some time series models driven by iid noise having a discrete component. In...
In this paper, we address the problem of sequential Bayesian model selection. This problem does not ...
For an autoregressive process of order p, the paper proposes new sequential estimates for the unknow...
Ph.D.StatisticsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.l...
AbstractThis paper is concerned with a general approach for sequential estimation for dependent obse...
Assume observations are generated from an infinite-order autoregressive (AR) process. Shibata (1980)...
Currently, because online data is abundant and can be collected more easily , people often face the ...
Based on the excellent review and numerical study presented by Professor T. N. Sriram and Professor ...
We are glad to offer some comments on the invited paper of Professors Sriram and Iaci. These comment...
This article revisits a sequential approach to the estimation of the parameter in a p-order autoregr...
This cours is devoted to the main problems of the sequential analysis: sequential estimation and seq...
This cours is devoted to the main problems of the sequential analysis: sequential estimation and seq...
Introduction Chapter I. Time Series 1.1 Sample of a stochastic process 1.2 Stationarity and trend of...
By way of Monte Carlo techniques, this paper compares the moderate sample size properties of three m...
By way of Monte Carlo techniques, this paper compares the moderate sample size properties of three m...
A discussion is given of some time series models driven by iid noise having a discrete component. In...
In this paper, we address the problem of sequential Bayesian model selection. This problem does not ...
For an autoregressive process of order p, the paper proposes new sequential estimates for the unknow...
Ph.D.StatisticsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.l...
AbstractThis paper is concerned with a general approach for sequential estimation for dependent obse...
Assume observations are generated from an infinite-order autoregressive (AR) process. Shibata (1980)...
Currently, because online data is abundant and can be collected more easily , people often face the ...