Invariance in decision processes with continuous observations

DOI10.1080/02331889008802232MaRDI QIDQ3212152zbMATH OpenOpenAlexFDO

Authors Ricardo Vélez Ibarrola, Pilar Ibarrola Muñoz

Publication date 1990

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889008802232

zbMATH Keywords

almost invariancedecision models for continuous observationsdrift estimationessential infimumgroups of measurable transformationsinvariance group of transformationsoptimal almost invariant stopping timeoptimal almost invariant terminal decision rulesecond order processStein's theorem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Foundations and philosophical topics in statistics (62A01) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Non-Markovian processes: estimation (62M09)

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• Sequential Decision Problems for Processes with Continuous Time Parameter Problems of Estimation
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• Sequential bayesian and minimax decisions based on stochastic processes
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