Bayes sequential estimation procedures for exponential-type processes
Applicationes Mathematicae, Tome 22 (1993) no. 3, pp. 311-320
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
Zbl
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
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
@article{10_4064_am_22_3_311_320,
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 -
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