Discussion on 'Sequential Estimation for Time Series Models' by T. N. Sriram and Ross Iaci

Masayuki Kumon; Akimichi Takemura; Kei Takeuchi

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Discussion on 'Sequential Estimation for Time Series Models' by T. N. Sriram and Ross Iaci

机译：T. N. Sriram和Ross Iaci对“时间序列模型的顺序估计”的讨论

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摘要

We discuss sequential estimation of AR(p) models from the viewpoint of information geometry.

机译：我们从信息几何的角度讨论了AR（p）模型的顺序估计。

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来源
《Sequential analysis》 |2014年第2期|190-193|共4页
作者
Masayuki Kumon; Akimichi Takemura; Kei Takeuchi;
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作者单位

Japanese Association for Promoting Quality Assurance in Statistics, Tokyo, Japan;

Graduate School of Information Science and Technology, University of Tokyo, Hongo 7-3-1, Bunkyo-ku, Tokyo 113-8656, Japan;

Emeritus, Graduate School of Economics, University of Tokyo, Tokyo, Japan;

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原文格式 PDF
正文语种 eng
中图分类
关键词
Conformal geometry; Curved exponential family; Information geometry;

机译：保形几何;弯曲的指数族;信息几何;

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1. Discussion on 'Sequential Estimation for Time Series Models' by T. N. Sriram and Ross Iaci [J] . Tumulesh K. S. Solanky Sequential analysis . 2014,第2期

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2. Discussion on 'Sequential Estimation for Time Series Models' by T. N. Sriram and Ross Iaci [J] . A. Novikov, A. N. Shiryaev Sequential analysis . 2014,第2期

机译：T. N. Sriram和Ross Iaci对“时间序列模型的顺序估计”的讨论
3. Discussion on 'Sequential Estimation for Time Series Models; by T. N. Sriram and Ross Iaci [J] . Albrecht Irle Sequential analysis . 2014,第2期

机译：讨论“时间序列模型的顺序估计；由T. N. Sriram和Ross Iaci
4. Comparative Study for Time-specific Ross Coefficient and Overall Ross Coefficient for Estimation of Photovoltaic Module Temperature [C] . Keen-Yip Lai, Boon-Han Lim IEEE Conference on Sustainable Utilization and Development in Engineering and Technologies . 2019

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5. Two essays on time series econometrics: Multiple time series analysis of the Asian crisis and estimation and inference of the nonstationary structural vector autoregressive model. [D] . Wang, Siyan. 2001

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6. Likelihood-based estimation of continuous-time epidemic models from time-series data: application to measles transmission in London [O] . Simon Cauchemez, Neil M Ferguson 2008

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7. Maximum likelihood parameter estimation in time series models using sequential Monte Carlo [O] . Yildirim Sinan 2013

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Discussion on 'Sequential Estimation for Time Series Models' by T. N. Sriram and Ross Iaci

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