Sequential point estimation of parameters in a threshold AR(1) model

Sangyeol Lee, T.N. Sriram

Type: Article

Publication Date: 1999-12-01

Citations: 18

DOI: https://doi.org/10.1016/s0304-4149(99)00060-5

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Stochastic Processes and their Applications - View

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+	Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation	2015	Ansgar Steland
+ PDF Chat	Statistical inference in two-stage sampling	2005	Makoto Aoshima
+	Fixed-width confidence interval based on a minimum Hellinger distance estimator	2005	Sangyeol Lee T.N. Sriram Xinyu Wei
+ PDF Chat	Non-asymptotic Confidence Estimation of the Autoregressive Parameter in AR(1) Process with an Unknown Noise Variance	2020	Sergey E. Vorobeychikov Yulia Burkatovskaya
+	Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure	2021	Soudabe Sajjadipanah Eisa Mahmoudi Mohammadsadegh Zamani
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+	The sequential estimation in stochastic regression model with random coefficients	2002	Sangyeol Lee
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+	Editor's Special Invited Paper: Sequential Estimation for Time Series Models	2014	T.N. Sriram Ross Iaci

Works Cited by This (17)

Action	Title	Year	Authors
+	Threshold autoregression, limit cycles and cyclical data- with discussion	1980	Howell Tong K. S. Lim
+	sequential estimation of the mean of a linear process	1992	Issa Fakhre-Zakeri Sangyeol Lee
+	Sequential estimation of the autoregressive parameter in a first order autoregressive process	1988	Τ. N. Sriram
+	Sequential Estimation of the Mean Vector of a Multivariate Linear Process	1993	Issa Fakhre-Zakeri Sangyeol Lee
+ PDF Chat	Probability Theory: Independence, Interchangeability, Martingales	1998	Robert Lund Y. S. Chow Henry Teicher
+ PDF Chat	A Nonlinear Renewal Theory with Applications to Sequential Analysis I	1977	Tze Leung Lai David Siegmund
+ PDF Chat	Sequential estimation for the autocorrelations of linear processes	1996	Sangyeol Lee
+ PDF Chat	The Performance of a Sequential Procedure for the Estimation of the Mean	1981	Y. S. Chow Kaiqi Yu
+ PDF Chat	Sequential Estimation of the Mean of a First-Order Stationary Autoregressive Process	1987	Τ. N. Sriram
+ PDF Chat	Sequential Estimatin for Branching Processes with Immigration	1991	Τ. N. Sriram I. V. Basawa Richard Huggins