On sequential estimation of the mean of a multidimensional gaussian process

DOI10.1080/02331889008802257MaRDI QIDQ3212153zbMATH OpenOpenAlexFDO

Authors Ricardo Vélez Ibarrola, Pilar Ibarrola Muñoz

Publication date 1990

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889008802257

zbMATH Keywords

estimator processGaussian processinvariance structuremean estimationoptimal terminal decision functionprogressively sufficientstopping times

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Sufficient statistics and fields (62B05) Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12) Sequential statistical methods (62L99) Non-Markovian processes: estimation (62M09)

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Cites work

• Designs for Regression Problems with Correlated Errors
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis

Cited in

(10)

• On estimating the mean function of a Gaussian process
• Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model.
• On Behrens-Fisher problem for continuous time Gaussian processes
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• Testing and Confidence estimation of the Mean of a multidimensional Gaussian Process
• scientific article; zbMATH DE number 3909573 (Why is no real title available?)
• scientific article; zbMATH DE number 3965163 (Why is no real title available?)
• A sequential estimation procedure for m-dimensional gaussian processes with independent inerements
• On Estimation of the Mean and Covariance Parameter for Gaussian Random Fields
• scientific article; zbMATH DE number 773968 (Why is no real title available?)

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