Sequential stochastic assignment under uncertainty: estimation and convergence

DOI10.1007/s11203-010-9049-4zbMath1274.62204OpenAlexW2078417188MaRDI QIDQ453780

Adrian J. Lee, Jacobson, Sheldon H.

Publication date: 28 September 2012

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-010-9049-4

zbMATH Keywords

stochastic processmartingaleBayesian inferencenonparametric estimationsequential estimationparametric estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Martingales with discrete parameter (60G42) Nonparametric estimation (62G05) Bayesian inference (62F15) Order statistics; empirical distribution functions (62G30) Sequential estimation (62L12)

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