Optimal invariant estimation of a scale parameter of a continuous time stochastic process (Q3473998)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal invariant estimation of a scale parameter of a continuous time stochastic process |
scientific article |
Statements
Optimal invariant estimation of a scale parameter of a continuous time stochastic process (English)
0 references
1990
0 references
scale parameter
0 references
invariant sigma-field
0 references
essential infimum
0 references
continuous time stochastic process
0 references
finite second order moments
0 references
invariance structure
0 references
optimal invariant decision rule
0 references
minimization of the expected loss
0 references
invariant terminal decision rule
0 references
invariant stopping time
0 references
stationary independent increments
0 references
gamma distribution
0 references