Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
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Publication:1825571
DOI10.1016/0304-4149(89)90078-1zbMath0684.62058OpenAlexW2052148665MaRDI QIDQ1825571
Publication date: 1989
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(89)90078-1
stochastic integrationdrift coefficientsequential plansdiffusion random fieldMarkov stopping setWiener random fields
Random fields (60G60) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Stochastic integrals (60H05) Sequential estimation (62L12)
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Random stopping sets in a sequential analysis of random measures and fields ⋮ On Estimation of the Mean and Covariance Parameter for Gaussian Random Fields ⋮ Estimation in Discretely Observed Diffusions Killed at a Threshold
Cites Work
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- On Minimax Statistical Decision Procedures and their Admissibility
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