When has estimation reached a steady state? The Bayesian sequential test

DOI10.1002/acs.831zbMath1065.62155OpenAlexW2140872399MaRDI QIDQ4651856

Jan Kracík, Ivan Nagy, Miroslav Kárný, Petr Nedoma

Publication date: 22 February 2005

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.831

zbMATH Keywords

Bayesian estimationARX modelsequential stopping

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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