ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS

DOI10.1081/SQA-100102643zbMath1180.62136MaRDI QIDQ2747088

Leng-Cheng Hwang

Publication date: 14 October 2001

Published in: Sequential Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Stochastic processes (60G99)

Related Items

Asymptotically optimal procedures in multivariate Bayesian sequential estimation ⋮ Nonparametric Sequential Bayes Estimation of the Distribution Function ⋮ Asymptotically pointwise optimal allocation rules in Bayes sequential estimation ⋮ A robust two-stage procedure in Bayes sequential estimation of a particular exponential family ⋮ A robust two-stage procedure for the Poisson process under the linear exponential loss function ⋮ A robust asymptotically optimal sequential estimation procedure for the Poisson process ⋮ Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference ⋮ Bayes sequential estimation for a Poisson process under a LINEX loss function

Cites Work

• Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
• Bayes sequential estimation of a Poisson rate: A discrete time approach
• Bayes sequential estimation for an exponential family of processes: A discrete time approach
• On asymptotically optimal sequential Bayes interval estimation procedures
• Bayesian sequential estimation
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• The Bayes Sequential Procedure for Estimating the Arrival Rate of a Poisson Process
• A.P.O. Rules in hierarchical bayes regression models
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Bayesian sequential estimation of a Poisson process rate
• An Approximation to the Quotient of Gamma Function

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