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Sequential estimation of intensity of renewal processes - MaRDI portal

Sequential estimation of intensity of renewal processes

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Publication:1113244

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zbMath0661.62075MaRDI QIDQ1113244

Alexander G. Tartakovsky

Publication date: 1985

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

gamma distribution prior distribution posterior risk cost of sampling Bayes sequential estimator intensity of renewal processes monotone cases quasi-optimal stopping time

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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