Bayes Sequential Estimation Procedures in Exponential-Type Processes For a Polynomial Cost Function

DOI10.1080/02331889508802467zbMath0812.62087OpenAlexW1982524706MaRDI QIDQ4763476

Ryszard Magiera

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802467

zbMATH Keywords

stopping timesequential decisionBayesian sequential estimationweighted square error losspolynomial costexponential family of processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

Cites Work

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• Bayesian Sequential Estimation for One-Parameter Exponential Families
• Estimating a mean from delayed observations
• The Bayes Sequential Procedure for Estimating the Arrival Rate of a Poisson Process
• Infinitesimal Look-Ahead Stopping Rules
• Bayesian sequential estimation of a Poisson process rate

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