Sequentielle Minimalvarianz-Schätzungen in einem speziellen Markovprozeß

DOI10.1080/02331888808801916zbMath0602.62065OpenAlexW1998177094MaRDI QIDQ3738424

Jürgen Franz, Wolfgang Rüger

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808801916

zbMATH Keywords

consistencyasymptotic normalitycharacterizationminimum variance unbiased estimatorparameter functionsrandom time transformationsCramér-Rao-Wolfowitz boundefficient sequential estimatorhomogeneous birth-and death-process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Sequential estimation (62L12)

Cites Work

• Unnamed Item
• Maximum likelihood estimation in the birth-and-death process
• Efficient estimation of transition probabilities in a Markov chain
• Conditional Expectation and Unbiased Sequential Estimation

This page was built for publication: Sequentielle Minimalvarianz-Schätzungen in einem speziellen Markovprozeß