Invariance in decision processes with continuous observations

DOI10.1080/02331889008802232zbMath0724.62078OpenAlexW2084975748MaRDI QIDQ3212152

Ricardo Vélez Ibarrola, Ibarrola Pilar

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802232

zbMATH Keywords

essential infimumStein's theoremdrift estimationsecond order processalmost invariancegroups of measurable transformationsdecision models for continuous observationsinvariance group of transformationsoptimal almost invariant stopping timeoptimal almost invariant terminal decision rule

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Foundations and philosophical topics in statistics (62A01) Martingales with continuous parameter (60G44) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (1)

Optimal invariant estimation of a scale parameter of a continuous time stochastic process

Cites Work

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• Sufficiency in decision processes with continuous observations
• Sequential Decision Problems for Processes with Continuous Time Parameter Problems of Estimation

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