Conjugate priors for exponential-type processes

DOI10.1016/0167-7152(91)90026-NMaRDI QIDQ1186642zbMATH OpenOpenAlexFDO

Authors Ryszard Magiera, Maciej Wilczyński

Publication date 28 June 1992

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90026-n

zbMATH Keywords

stopping timeposterior meancurved exponential familyexponential-type processproper conjugate priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99)

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• Conditionality resolutions
• Conjugate priors for exponential families
• Dominierbarkeit und suffizienz in der sequentialanalyse
• Efficient sequential estimation in exponential-type processes
• Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
• Minimax sequential estimation plans for exponential-type processes
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• Sequentlal estimarion in exponential-type processes under random initial conditions
• The Effect of Sampling Rules on Likelihood Statistics

Cited in

(7)

• Exponential Family State Space Models Based on a Conjugate Latent Process
• Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
• scientific article; zbMATH DE number 1932867 (Why is no real title available?)
• Inverse stable prior for exponential models
• Estimation procedures with delayed observations
• Standardized posterior mode for the flexible use of a conjugate prior
• scientific article; zbMATH DE number 1775005 (Why is no real title available?)

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