Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate

DOI10.1214/AOS/1176344899zbMath0434.62062OpenAlexW2028935726MaRDI QIDQ1139912

Robert L. Wardrop, C. P. Shapiro

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344899

zbMATH Keywords

Poisson processBayes sequential estimationcharacteristic operatorDynkin identity

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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