On information inequalities in sequential estimation for stochastic processes

DOI10.1007/BF01199461MaRDI QIDQ1366316zbMATH OpenOpenAlexFDO

Authors Jürgen Franz, Ryszard Magiera

Publication date 11 January 2000

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01199461

zbMATH Keywords

Bayesian Cramer-Rao boundestimating functionsinformation inequalitiesinverse planlower boundsnuisance parameter caseoptimum estimating equationsequential planstopping timestress dependent repair processWeibull process

Mathematics Subject Classification ID

Sequential estimation (62L12) Non-Markovian processes: estimation (62M09) Reliability and life testing (62N05)

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Cites work

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• scientific article; zbMATH DE number 4205665 (Why is no real title available?)
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Cited in

(5)

• scientific article; zbMATH DE number 4009608 (Why is no real title available?)
• Information inequalities for the minimax risk of sequential estimators (with applications)
• The Information Inequality in Sequential Estimation for the Uniform Case
• scientific article; zbMATH DE number 2112193 (Why is no real title available?)
• Stochastic accumulation of information in discrete time: Comparing exact results and Wald approximations

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