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

DOI10.1080/02331889508802467MaRDI QIDQ4763476zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• A Bayesian approach to a problem in sequential estimation
• Bayes sequential estimation for an exponential family of processes: A discrete time approach
• Bayes sequential estimation of a Poisson rate: A discrete time approach
• Bayesian Sequential Estimation for One-Parameter Exponential Families
• Bayesian sequential estimation of a Poisson process rate
• Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
• Efficient sequential estimation in exponential-type processes
• Estimating a mean from delayed observations
• Infinitesimal Look-Ahead Stopping Rules
• Natural exponential families with quadratic variance functions
• The Bayes Sequential Procedure for Estimating the Arrival Rate of a Poisson Process

Cited in

(6)

• scientific article; zbMATH DE number 4104218 (Why is no real title available?)
• Bayes sequential estimation for an exponential family of processes: A discrete time approach
• Bayes sequential estimation for a time-transformed exponential model
• Sequential estimation for the generalized exponential hyperbolic secant process
• Bayes sequential estimation procedures for exponential-type processes
• Two-stage approach to Bayes sequential estimation in the exponential distribution

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