Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 38, No. 3 (Aug., 1976), pp. 219-230 (12 pages) Sequential point estimation problems for a univariate normal mean were considered ...
Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...
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