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  - 
%0 Journal Article
%A Ryszard Magiera
%T Bayes sequential estimation procedures for exponential-type processes
%J Applicationes Mathematicae
%D 1993
%P 311-320
%V 22
%N 3
%U http://geodesic.mathdoc.fr/articles/10.4064/am-22-3-311-320/
%R 10.4064/am-22-3-311-320
%G en
%F 10_4064_am_22_3_311_320

Cité par Sources :