科研之友
微信
新浪微博
Facebook
分享链接
摘要
This article contains our responses to the eight discussion pieces written by experts, commenting on the results presented in Sriram and Iaci (2014). The majority of the discussants described complementary sequential problems arising in time series and other models involving dependent data, while two of the discussants provided thoughtful views on the phenomenon of negative regret investigated in our article. Prompted by an excellent observation made in one of the discussion pieces, we have attempted to shed further light on the phenomenon of negative regret in the context of sequential estimation of the autoregressive parameter.
- 出版日期2014-4-3
