Efficient sequential estimation in multiplicative counting processes

DOI10.1080/03610928808829879zbMath0696.62342OpenAlexW2074299574MaRDI QIDQ3474133

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Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829879

zbMATH Keywords

stopping timeefficient estimationcounting processesinformation inequalityclosed sampling planefficient tripleintensity processes

Mathematics Subject Classification ID

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

Related Items (1)

Optimum statistical inference from randomly stopped random processes

Cites Work

• Representations of Markov processes as multiparameter time changes
• Efficient estimation of transition probabilities in a Markov chain
• Nonparametric inference for a family of counting processes
• Efficient Sequential Estimation in a Nonhomogeneous Poisson Process
• Sequential estimation for continuous time finite markov processes
• Unbiased Sequential Estimation for Binomial Populations
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