Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference

DOI10.1007/s00362-006-0002-yzbMath1168.62072OpenAlexW2012749513MaRDI QIDQ1015469

Alicja Jokiel-Rokita

Publication date: 8 May 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0002-y

zbMATH Keywords

Bayes estimationLINEX loss functiongamma distributionhomogeneous Poisson processasymptotically pointwise optimal stopping time

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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