Sequentlal estimarion in exponential-type processes under random initial conditions

DOI10.1080/07474948908836174zbMath0691.62076OpenAlexW2031116423MaRDI QIDQ3033157

Valeri T. Stefanov, Ryszard Magiera

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/07474948908836174

zbMATH Keywords

stochastic differential equationsexponential familystopping rulesCramér-Rao lower boundrandom initial conditionsOrnstein-Uhlenbeck velocity processefficiently estimable functionshomogeneous strong Markov processsequential unbiased estimatortwo-dimensional Gaussian Markov process

Mathematics Subject Classification ID

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

Related Items (3)

On information inequalities in sequential estimation for stochastic processes ⋮ Minimax sequential estimation plans for exponential-type processes ⋮ Conjugate priors for exponential-type processes

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