Admissible sequential polynomial estimators for stochastic processes

DOI10.1080/07474948708836127MaRDI QIDQ3773114zbMATH OpenOpenAlexFDO

Authors Ryszard Magiera

Publication date 1987

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948708836127

zbMATH Keywords

admissible polynomial estimatorsexponential-type processeslikelihood functionsOrnstein-Uhlenbeck processquadratic lossstationary independent incrementsWald identities

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Sequential estimation (62L12) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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Cites work

• Natural exponential families with quadratic variance functions
• Natural exponential families with quadratic variance functions: Statistical theory

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