scientific article
From MaRDI portal
Publication:3860690
zbMath0425.62063MaRDI QIDQ3860690
Wolfgang Winkler, Jürgen Franz
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
efficiencystopping timeexponential class of processes with independent incrementsgeneralization of Cramer-Rao inequality
Non-Markovian processes: estimation (62M09) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)
Related Items (5)
Exponential families of stochastic processes and Lévy processes ⋮ Maximum likelihood estimation for birth and multidimensional Brownian process ⋮ Efficient sequential estimation in multiplicative counting processes ⋮ Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments ⋮ On efficient stopping times
This page was built for publication: