Bayes sequential estimation procedures for exponential-type processes
Applicationes Mathematicae, Tome 22 (1993) no. 3, pp. 311-320
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
The Bayesian sequential estimation problem for an exponential family of processes is considered. Using a weighted square error loss and observing cost involving a linear function of the process, the Bayes sequential procedures are derived.
DOI :
10.4064/am-22-3-311-320
Keywords:
Bayes sequential estimation, exponential-type process, stopping time, sequential decision procedure
Affiliations des auteurs :
Ryszard Magiera 1
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author = {Ryszard Magiera},
title = {Bayes sequential estimation procedures for exponential-type processes},
journal = {Applicationes Mathematicae},
pages = {311--320},
year = {1993},
volume = {22},
number = {3},
doi = {10.4064/am-22-3-311-320},
zbl = {0812.62086},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-22-3-311-320/}
}
TY - JOUR AU - Ryszard Magiera TI - Bayes sequential estimation procedures for exponential-type processes JO - Applicationes Mathematicae PY - 1993 SP - 311 EP - 320 VL - 22 IS - 3 UR - http://geodesic.mathdoc.fr/articles/10.4064/am-22-3-311-320/ DO - 10.4064/am-22-3-311-320 LA - en ID - 10_4064_am_22_3_311_320 ER -
Ryszard Magiera. Bayes sequential estimation procedures for exponential-type processes. Applicationes Mathematicae, Tome 22 (1993) no. 3, pp. 311-320. doi: 10.4064/am-22-3-311-320
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