Sequential estimation for the generalized exponential hyperbolic secant process

DOI10.1080/02331888808802098MaRDI QIDQ3805688zbMATH OpenOpenAlexFDO

Authors Ryszard Magiera

Publication date 1988

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888808802098

zbMATH Keywords

fixed time plansgeneralized exponential hyperbolic secant (GEHS) processmultidimensional GEHS processone-dimensional GEHS processprior distributionsquadratic losssequential minimax plans

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Sequential statistical analysis (62L10) Sequential estimation (62L12) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Natural exponential families with quadratic variance functions
• Sequential Decision Problems for Processes with Continuous Time Parameter Problems of Estimation

Cited in

(2)

• Fitting Generalized Hyperbolic processes - New insights for generating initial values
• Minimax sequential estimation plans for exponential-type processes

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