Geodesic
Sequential estimation of powers of a scale parameter from delayed observations
Agnieszka St/epie/n-Baran1
1 Institute of Mathematics and Computer Science Wroc/law University of Technology Wybrze/ze Wyspia/nskiego 27 50-370 Wroc/law, Poland
Applicationes Mathematicae, Tome 36 (2009) no. 1, pp. 13-28 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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The problem of sequentially estimating powers of a scale parameter in a scale family and in a location-scale family is considered in the case when the observations become available at random times. Certain classes of sequential estimation procedures are derived under a scale invariant loss function and with the observation cost determined by a convex function of the stopping time and the number of observations up to that time.
DOI : 10.4064/am36-1-2
Keywords: problem sequentially estimating powers scale parameter scale family location scale family considered observations become available random times certain classes sequential estimation procedures derived under scale invariant loss function observation cost determined convex function stopping time number observations time

Agnieszka St/epie/n-Baran 1

1 Institute of Mathematics and Computer Science Wroc/law University of Technology Wybrze/ze Wyspia/nskiego 27 50-370 Wroc/law, Poland 
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Agnieszka St/epie/n-Baran. Sequential estimation of powers of a scale
 parameter from delayed observations. Applicationes Mathematicae, Tome 36 (2009) no. 1, pp. 13-28. doi: 10.4064/am36-1-2

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