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