Asymptotic optimal sequential estimation: The Poisson case

DOI10.1214/AOS/1176344787MaRDI QIDQ600202zbMATH OpenOpenAlexFDO

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)

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

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