Optimal invariant estimation of a scale parameter of a continuous time stochastic process (Q3473998)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal invariant estimation of a scale parameter of a continuous time stochastic process |
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Optimal invariant estimation of a scale parameter of a continuous time stochastic process (English)
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1990
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scale parameter
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invariant sigma-field
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essential infimum
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continuous time stochastic process
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finite second order moments
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invariance structure
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optimal invariant decision rule
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minimization of the expected loss
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invariant terminal decision rule
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invariant stopping time
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stationary independent increments
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gamma distribution
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