On minimax sequential procedures for exponential families of stochastic processes

DOI10.4064/AM-25-1-1-18zbMath0895.62084OpenAlexW52999298MaRDI QIDQ4386247

Ryszard Magiera

Publication date: 26 April 1998

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

Full work available at URL: https://eudml.org/doc/219192

zbMATH Keywords

stopping timecompound Poisson processcounting processesOrnstein-Uhlenbeck processessequential decisionBayes sequential estimationminimax sequential estimationexponential families of diffusions

Mathematics Subject Classification ID

Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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