Sequentielle Minimalvarianz-Schätzungen in einem speziellen Markovprozeß
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Publication:3738424
DOI10.1080/02331888808801916zbMath0602.62065MaRDI QIDQ3738424
Publication date: 1986
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888808801916
consistency; asymptotic normality; characterization; minimum variance unbiased estimator; parameter functions; random time transformations; Cramér-Rao-Wolfowitz bound; efficient sequential estimator; homogeneous birth-and death-process
62M05: Markov processes: estimation; hidden Markov models
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
62L12: Sequential estimation
Cites Work