Minimax sequential estimation plans for exponential-type processes
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Publication:909397
DOI10.1016/0167-7152(92)90014-VzbMath0694.62035MaRDI QIDQ909397
Publication date: 1990
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
weighted quadratic lossexponential-type processesfinite riskinverse planinverse plansminimax sequential plan
Non-Markovian processes: estimation (62M09) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)
Related Items (2)
Conjugate priors for exponential-type processes ⋮ Bayes sequential estimation for an exponential family of processes: A discrete time approach
Cites Work
- Conjugate priors for exponential families
- Efficient sequential estimation in exponential-type processes
- Sequentlal estimarion in exponential-type processes under random initial conditions
- On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
- On the moments of some first passage times and the associated processes
- Dominierbarkeit und suffizienz in der sequentialanalyse
- Sequential Decision Problems for Processes with Continuous Time Parameter Problems of Estimation
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