Asymptotic theory of sequential estimation: Differential geometrical approach

DOI10.1214/aos/1176348131zbMath0737.62067OpenAlexW2058847744MaRDI QIDQ1175393

Ichi Okamoto, Shun-ichi Amari, Kei Takeuchi

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348131

zbMATH Keywords

stopping timesconformal transformationexponential curvaturestatistical curvaturecovariance stabilizationexponential families of stochastic processeshigher order asymptotic properties of sequential estimation proceduresmultiparameter curved exponential familiesnoncurved exponential familiessecond-order efficient sequential estimation procedure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12)

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