A robust asymptotically optimal sequential estimation procedure for the Poisson process

DOI10.1007/S00184-009-0293-9zbMath1216.62129OpenAlexW2073563158MaRDI QIDQ548178

Leng-Cheng Hwang

Publication date: 28 June 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0293-9

zbMATH Keywords

asymptotically pointwise optimalasymptotically optimalregrethomogeneous Poisson processBayes sequential estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

Cites Work

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• Asymptotic optimal sequential estimation: The Poisson case
• Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
• The performance of a sequential procedure for the estimation of the mean
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• ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS
• The Bayes Sequential Procedure for Estimating the Arrival Rate of a Poisson Process
• Bayesian sequential estimation of a Poisson process rate
• THE TRANSFORMATION OF POISSON, BINOMIAL AND NEGATIVE-BINOMIAL DATA

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