On sequential estimation of the mean of a multidimensional gaussian process

DOI10.1080/02331889008802257zbMath0724.62079OpenAlexW2091413280MaRDI QIDQ3212153

Ricardo Vélez Ibarrola, Ibarrola Pilar

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

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

zbMATH Keywords

Gaussian processstopping timesmean estimationinvariance structureestimator processoptimal terminal decision functionprogressively sufficient

Mathematics Subject Classification ID

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

Related Items (4)

Testing and Confidence estimation of the Mean of a multidimensional Gaussian Process ⋮ On Behrens-Fisher problem for continuous time Gaussian processes ⋮ Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model. ⋮ On Estimation of the Mean and Covariance Parameter for Gaussian Random Fields

Cites Work

• Unnamed Item
• Designs for Regression Problems with Correlated Errors
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis

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