Multidimensional Poisson walks

DOI10.1007/BF01085105zbMath0642.60050MaRDI QIDQ1101784

Ya. P. Lumen'skij, Yu. K. Belyaev

Publication date: 1978

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

unbiased estimatorsstopping boundariesmultidimensional Poisson walks

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50)

Related Items (7)

Unbiased estimation for negative-binomial random walks ⋮ Nonparametric tests and nested sequential sampling plans for change-point detection ⋮ On estimating reliability function for the family of power series distribution ⋮ Poisson random walks with alternating jumps and Newtonian mechanics ⋮ Embedded polynomial plans of random walks and their applications ⋮ Poisson path integrals of the ``Riemann kind ⋮ On a Generalization of the Classical Random Sampling Scheme and Unbiased Estimation

Cites Work

• Minimum variance unbiased estimation of the distribution function admitting a sufficient statistics
• A Method of Sequential Estimation Applicable to the Hypergeometric, Binomial, Poisson, and Exponential Distributions
• The Efficiency of Sequential Estimates and Wald's Equation for Sequential Processes
• Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses
• Unnamed Item
• Unnamed Item

This page was built for publication: Multidimensional Poisson walks