Geodesic
Bayes sequential estimation procedures for exponential-type processes
Applicationes Mathematicae, Tome 22 (1993) no. 3, pp. 311-320

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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 1

1 
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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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