Bayes Sequential Estimation Procedures in Exponential-Type Processes For a Polynomial Cost Function

DOI10.1080/02331889508802467zbMATH Open0812.62087OpenAlexW1982524706MaRDI QIDQ4763476FDOQ4763476

Authors: Ryszard Magiera 

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802467

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zbMATH Keywords

stopping timesequential decisionBayesian sequential estimationweighted square error losspolynomial costexponential family of processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

Cites Work

• Natural exponential families with quadratic variance functions
• Title not available (Why is that?)
• Infinitesimal Look-Ahead Stopping Rules
• Efficient sequential estimation in exponential-type processes
• Estimating a mean from delayed observations
• Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
• Bayes sequential estimation of a Poisson rate: A discrete time approach
• The Bayes Sequential Procedure for Estimating the Arrival Rate of a Poisson Process
• Bayesian sequential estimation of a Poisson process rate
• Bayes sequential estimation for an exponential family of processes: A discrete time approach
• A Bayesian approach to a problem in sequential estimation
• Bayesian Sequential Estimation for One-Parameter Exponential Families

Cited In (6)

• Sequential estimation for the generalized exponential hyperbolic secant process
• Two-stage approach to Bayes sequential estimation in the exponential distribution
• Bayes sequential estimation for a time-transformed exponential model
• Title not available (Why is that?)
• Bayes sequential estimation procedures for exponential-type processes
• Bayes sequential estimation for an exponential family of processes: A discrete time approach

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