Admissible sequential polynomial estimators for stochastic processes

DOI10.1080/07474948708836127zbMath0634.62077OpenAlexW1981357538MaRDI QIDQ3773114

Ryszard Magiera

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/07474948708836127

zbMATH Keywords

Ornstein-Uhlenbeck processquadratic losslikelihood functionsstationary independent incrementsexponential-type processesWald identitiesadmissible polynomial estimators

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Admissibility in statistical decision theory (62C15) Sequential estimation (62L12)

Cites Work

• Natural exponential families with quadratic variance functions: Statistical theory
• Natural exponential families with quadratic variance functions

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