Bayesian sequential least-squares estimation for the drift of a Wiener process (Q2074995)
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scientific article; zbMATH DE number 7472527
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| English | Bayesian sequential least-squares estimation for the drift of a Wiener process |
scientific article; zbMATH DE number 7472527 |
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Bayesian sequential least-squares estimation for the drift of a Wiener process (English)
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11 February 2022
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sequential estimation
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sequential analysis
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optimal stopping
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0.8197191953659058
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0.819223940372467
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0.8124678730964661
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