On efficient stopping times
From MaRDI portal
Publication:1060518
DOI10.1016/0304-4149(85)90032-8zbMath0568.62075OpenAlexW2085312810MaRDI QIDQ1060518
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90032-8
efficiencysufficient statisticsunbiased estimatorstationary independent incrementsCramér-Rao-inequalityMarkov stopping timeprocess of the exponential classsequential plan
Related Items (6)
Exponential families of stochastic processes and Lévy processes ⋮ On the moments of some first passage times and the associated processes ⋮ On exponential families of Markov processes ⋮ A sequential estimation procedure for m-dimensional gaussian processes with independent inerements ⋮ On the attainment of the cramer-rao bound in the sequential case ⋮ A Note on the attainment of the cramér-rao bound in the sequential case
Cites Work
- Efficient estimation of transition probabilities in a Markov chain
- On the moments and limit distributions of some first passage times
- Unbiased Sequential Estimation for Binomial Populations
- Dominierbarkeit und suffizienz in der sequentialanalyse
- Sequential statistical procedures for processes of the exponential class with independent increments
- Sequential estimation and asymptotic properties in birth-and-death processes
- On a.s. and r-mean convergence of random processes with an application to first passage times
- Moments of Randomly Stopped Sums
- On Wald's equations in continuous time
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On efficient stopping times
