Sequential Decision Problems for Processes with Continuous Time Parameter Problems of Estimation
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Cited in
(18)- Asymptotic inference for stochastic processes
- Decision theory for continuous observations: Minimax solutions
- Optimum statistical inference from randomly stopped random processes
- Sequential testing problems for Poisson processes.
- Determination of the average value of a stable process with independent increments
- A SEQUENTIALLY PLANNED BAYESIAN MULTIPLE DECISION PROBLEM IN CONTINUOUS TIME
- Invariance in decision processes with continuous observations
- Locally Most Powerful Sequentially Planned Tests in Continuous Time
- Optimal invariant estimation of a scale parameter of a continuous time stochastic process
- Sequential bayesian and minimax decisions based on stochastic processes
- Inférence statistique dans les processus stochastiques: Aperçu historique
- On the attainment of the cramer-rao bound in the sequential case
- Sequential estimation for the generalized exponential hyperbolic secant process
- Bayes sequential estimation in a life test and asymptotic properties
- Exponential Boundedness of Control Variables in a Sequentially Planned Bayesian Multiple Decision Problem in Continuous Time
- scientific article; zbMATH DE number 3335597 (Why is no real title available?)
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
- Minimax sequential estimation plans for exponential-type processes
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