Sequentlal estimarion in exponential-type processes under random initial conditions (Q3033157)

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Sequentlal estimarion in exponential-type processes under random initial conditions
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    Sequentlal estimarion in exponential-type processes under random initial conditions (English)
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    1989
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    homogeneous strong Markov process
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    exponential family
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    sequential unbiased estimator
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    Cramér-Rao lower bound
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    random initial conditions
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    efficiently estimable functions
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    stopping rules
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    Ornstein-Uhlenbeck velocity process
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    two-dimensional Gaussian Markov process
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    stochastic differential equations
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