Miao, Yu; Gao, Qinghui; Zhang, Shuili Asymptotic distribution with random indices for linear processes. (English) Zbl 1499.60062 Filomat 33, No. 12, 3925-3935 (2019). MSC: 60F05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Sriram, T. N.; Samadi, S. Yaser Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model. (English) Zbl 1429.62358 Sequential Anal. 38, No. 3, 411-435 (2019). MSC: 62L12 62M10 62G20 62G35 × Cite Format Result Cite Review PDF Full Text: DOI
Jin, Lei; Wang, Suojin A new test for checking the equality of the correlation structures of two time series. (English) Zbl 1381.62248 J. Time Ser. Anal. 37, No. 3, 355-368 (2016). MSC: 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Jin, Lei Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series. (English) Zbl 1510.62360 J. Stat. Comput. Simulation 85, No. 17, 3535-3548 (2015). MSC: 62M10 62M07 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
Steland, Ansgar Vertically weighted averages in Hilbert spaces and applications to imaging: fixed-sample asymptotics and efficient sequential two-stage estimation. (English) Zbl 1349.62158 Sequential Anal. 34, No. 3, 295-323 (2015). MSC: 62G15 60F17 62G05 62G09 62L12 94A08 × Cite Format Result Cite Review PDF Full Text: DOI
Sriram, T. N.; Iaci, Ross Sequential estimation for time series models. (English) Zbl 1319.62193 Sequential Anal. 33, No. 2, 136-157 (2014). MSC: 62M10 62L12 62F25 60G40 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Shiohama, Takayuki; Taniguchi, Masanobu Sequential estimation for time series regression models. (English) Zbl 1045.62076 J. Stat. Plann. Inference 123, No. 2, 295-312 (2004). MSC: 62L12 62J05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Sangyeol The sequential estimation in stochastic regression model with random coefficients. (English) Zbl 1013.62086 Stat. Probab. Lett. 61, No. 1, 71-81 (2003). MSC: 62L12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Rodionov, A. S.; Choo, H.; Youn, H. Y.; Shakhov, V. V. Discord detection for a process with a predefined interval of observations. (English) Zbl 1032.65015 Int. J. Comput. Math. 80, No. 2, 181-191 (2003). Reviewer: Hans-Peter Altenburg (Heidelberg) MSC: 65C60 62P30 62M10 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Sangyeol; Sriram, T. N. Sequential point estimation of parameters in a threshold AR(1) model. (English) Zbl 0995.62070 Stochastic Processes Appl. 84, No. 2, 343-355 (1999). Reviewer: Martin Holeňa (Praha) MSC: 62L12 62M10 62L15 62F12 × Cite Format Result Cite Review PDF Full Text: DOI