Optimal sequential estimation for Markov-additive processes

MaRDI QIDQ4217103zbMATH OpenFDO

Authors Ryszard Magiera

Publication date 3 November 1998

zbMATH Keywords

efficient estimationMarkov-additive processesminimax estimationstopping time

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Minimax sequential procedures for markov-additive processes
• Γ-minimax sequential estimation for Markov-additive processes
• scientific article; zbMATH DE number 4078567
• Minimax sequential procedures for Markov renewal processes

Cited in

(8)

• scientific article; zbMATH DE number 3872405 (Why is no real title available?)
• Optimal sequential estimation for semi-markov and markov renewal processes
• scientific article; zbMATH DE number 3932243 (Why is no real title available?)
• scientific article; zbMATH DE number 4024568 (Why is no real title available?)
• Parameter estimation for switched counting processes
• Γ-minimax sequential estimation for Markov-additive processes
• Minimax sequential procedures for markov-additive processes
• Optimal Alpha Spending for Sequential Analysis with Binomial Data

This page was built for publication: Optimal sequential estimation for Markov-additive processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4217103)