Bayes sequential estimation for an exponential family of processes: A discrete time approach

DOI10.1007/BF02613977zbMath0754.62064OpenAlexW2064683136MaRDI QIDQ1189877

Ryszard Magiera

Publication date: 27 September 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176379

zbMATH Keywords

explicit solutionsconjugate priormean valuecontinuous time processesBayes sequential estimationstationary independent incrementstime costdiscrete time approachexponential-type likelihood functionssequential decision procedurestate costweighted square error loss

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Sequential estimation (62L12)

Related Items (2)

ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS ⋮ Bayes Sequential Estimation Procedures in Exponential-Type Processes For a Polynomial Cost Function

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimax sequential estimation plans for exponential-type processes
• Natural exponential families with quadratic variance functions: Statistical theory
• Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
• Bayes sequential estimation of a Poisson rate: A discrete time approach
• Natural exponential families with quadratic variance functions
• Bayesian Sequential Estimation for One-Parameter Exponential Families
• The Bayes Sequential Procedure for Estimating the Arrival Rate of a Poisson Process
• Bayesian sequential estimation of a Poisson process rate

This page was built for publication: Bayes sequential estimation for an exponential family of processes: A discrete time approach