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

DOI10.1002/ACS.831MaRDI QIDQ4651856zbMATH OpenOpenAlexFDO

Authors Miroslav Kárný, Jan Kracík, Ivan Nagy, 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

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

Recommendations

• Distribution of the Stopping Time in Bayesian Sequential Sampling
• Truncated sequential estimation of the parameters in a random regression
• Sequential detection of a steady state
• A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting
• A simulation study of stopping times in bayesian sequential multiparameter estimation

Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3763803 (Why is no real title available?)
• scientific article; zbMATH DE number 9266 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• Factorization methods for discrete sequential estimation
• Interactive system identification: prospects and pitfalls
• Mixed-data multi-modelling for fault detection and isolation
• On Information and Sufficiency
• Probabilistic advisory systems for data‐intensive applications

Cited in

(1)

• Sequential detection of a steady state

This page was built for publication: When has estimation reached a steady state? The Bayesian sequential test

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4651856)