Optimum statistical inference from randomly stopped random processes
The author demonstrates that it is possible to adopt optimal procedures of statistical inference, like uniformly minimum variance unbiased estimation, uniformly most powerful and uniformly most powerful unbiased test procedures, and Wald-type sequential probability ratio tests, for random processes belonging to some exponential families by employing random stopping times. The stopping times in question are those ones for which the corresponding exponential families are noncurved exponential families. Reviewer's remark: Such problems have been treated in an earlier paper of the reviewer [Contemp. Math. 80, 323-330 (1988; Zbl 0672.62084)]. The present paper substantially overlaps this paper.
scientific article; zbMATH DE number 605314
scientific article