A robust asymptotically optimal sequential estimation procedure for the Poisson process

DOI10.1007/S00184-009-0293-9zbMATH Open1216.62129OpenAlexW2073563158MaRDI QIDQ548178FDOQ548178

Authors: 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

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zbMATH Keywords

homogeneous Poisson processregretasymptotically optimalBayes sequential estimationasymptotically pointwise optimal

Mathematics Subject Classification ID

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

Cites Work

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• THE TRANSFORMATION OF POISSON, BINOMIAL AND NEGATIVE-BINOMIAL DATA
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• 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
• Bayes sequential estimation of a Poisson rate: A discrete time approach
• ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS
• The Bayes Sequential Procedure for Estimating the Arrival Rate of a Poisson Process
• Title not available (Why is that?)
• Bayesian sequential estimation of a Poisson process rate
• Asymptotic optimal sequential estimation: The Poisson case

Cited In (1)

• Dynamics of Bayes estimates for the rate of Poisson processes with gamma priors and convex loss

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