Asymptotic optimal sequential estimation: The Poisson case

DOI10.1214/AOS/1176344787zbMATH Open0415.62058OpenAlexW2012093773MaRDI QIDQ600202FDOQ600202

Authors: Sumit K. Garg 

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344787

zbMATH Keywords

asymptotic optimal sequential estimationasymptotically Bayesintensity parameter of homogeneous Poisson processmean of Poisson sequence

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (10)

• Risk-efficient nonparametric sequential estimators
• A robust asymptotically optimal sequential estimation procedure for the Poisson process
• Sequential Testing to Guarantee the Necessary Sample Size in Clinical Trials
• Sequential estimation of the mean exponential survival time under random censoring
• Asymptotically optimal bayesian sequential point estimation with censored data
• Comparison of some sequential procedures with related optimal stopping rules
• Sequential point estimation based on U-statistics
• THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION
• Sequential estimation of the mean of NEF-PVF distributions
• Second order sequential estimation of the mean exponential survival time under random censoring

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