Bayes optimal stopping of a homogeneous poisson process under linex loss function and variation in the prior

DOI10.4064/AM-24-4-457-463zbMath0890.62065OpenAlexW1559902173MaRDI QIDQ4365509

Marek Mȩczarski, Ryszard Zieliński

Publication date: 4 November 1997

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am-24-4-457-463

zbMATH Keywords

LINEX losshomogeneous Poisson processprior distribution uncertainty

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Optimal stopping in statistics (62L15)

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