Asymptotic optimal sequential estimation: The Poisson case
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Publication:600202
DOI10.1214/AOS/1176344787zbMath0415.62058OpenAlexW2012093773MaRDI QIDQ600202
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
asymptotically Bayesasymptotic optimal sequential estimationintensity parameter of homogeneous Poisson processmean of Poisson sequence
Bayesian problems; characterization of Bayes procedures (62C10) Markov processes: estimation; hidden Markov models (62M05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)
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