Optimal invariant estimation of a scale parameter of a continuous time stochastic process
DOI10.1080/02331889008802240zbMath0697.62081OpenAlexW1976949235MaRDI QIDQ3473998
Ricardo Vélez Ibarrola, Ibarrola Pilar
Publication date: 1990
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889008802240
gamma distributionscale parameteressential infimumstationary independent incrementsfinite second order momentscontinuous time stochastic processinvariance structureinvariant sigma-fieldinvariant stopping timeinvariant terminal decision ruleminimization of the expected lossoptimal invariant decision rule
Non-Markovian processes: estimation (62M09) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Optimal stopping in statistics (62L15)
Cites Work