Conjugate priors for exponential-type processes

DOI10.1016/0167-7152(91)90026-NzbMath0747.62030OpenAlexW2015096502MaRDI QIDQ1186642

Maciej Wilczyński, Ryszard Magiera

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90026-n

zbMATH Keywords

stopping timeposterior meancurved exponential familyexponential-type processproper conjugate priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99)

Related Items

Estimation procedures with delayed observations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimax sequential estimation plans for exponential-type processes
• Conjugate priors for exponential families
• Efficient sequential estimation in exponential-type processes
• Sequentlal estimarion in exponential-type processes under random initial conditions
• The Effect of Sampling Rules on Likelihood Statistics
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• Conditionality resolutions
• Dominierbarkeit und suffizienz in der sequentialanalyse
• Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach