Bounds for the mean number of observations in problems of sequential estimation of the parameters of recurrent stochastic processes (Q794606)
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scientific article; zbMATH DE number 3858989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the mean number of observations in problems of sequential estimation of the parameters of recurrent stochastic processes |
scientific article; zbMATH DE number 3858989 |
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Bounds for the mean number of observations in problems of sequential estimation of the parameters of recurrent stochastic processes (English)
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1983
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The author derives upper and lower bounds for the mean time for a casual additive functional of a recurrent stochastic process to attain a threshold. These bounds can be used to estimate the mean duration of sequential procedures for the classification of stochastic processes and nonlinear estimation of the parameters of such processes.
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recurrent stochastic process
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nonlinear estimation
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