scientific article; zbMATH DE number 3909573

MaRDI QIDQ3685887zbMATH OpenFDO

Authors Ryszard Magiera

Publication date 1984

zbMATH Keywords

efficient sequential estimatorsefficiently estimable functionsMarkov stopping timesRadon-Nikodym derivativestationary zero- mean Gaussian processstochastic integralssufficient statistics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sequential estimation (62L12) Optimal stopping in statistics (62L15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(7)

• scientific article; zbMATH DE number 5912506 (Why is no real title available?)
• Sequentlal estimarion in exponential-type processes under random initial conditions
• On Sufficient Statistics of Gaussian Processes with Rational Spectral Density Function
• sequential estimation of the hgarginal density function for a strongly mixing process
• Spectral-norm risk rates for multi-taper estimation of Gaussian processes
• Parameter estimation of Gaussian stationary processes using the generalized method of moments
• Sequential estimation for a functional of the spectral density of a Gaussian stationary process

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