Asymptotic optimal sequential estimation: The Poisson case

DOI10.1214/AOS/1176344787zbMath0415.62058OpenAlexW2012093773MaRDI QIDQ600202

Sumit K. Garg

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344787

zbMATH Keywords

asymptotically Bayesasymptotic optimal sequential estimationintensity parameter of homogeneous Poisson processmean of Poisson sequence

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Markov processes: estimation; hidden Markov models (62M05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

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