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Bayes Sequential Estimation Procedures

  • Ryszard Magiera
Conference paper

Abstract

The Bayesian sequential estimation problem is considered for a family of continuous time stochastic processes whose likelihood functions have the exponential form.

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References

  1. Novic B (1980) Bayes sequential estimation of a Poisson rate: A discrete time approach. Ann Statist 8: 840–844.CrossRefGoogle Scholar
  2. Shapiro CP, Wardrop RL (1980) Dynkin’s identity applied to Bayes sequential estimation of a Poisson process rate. Ann Statist 8: 171–182.CrossRefGoogle Scholar
  3. Starr N, Wardrop R, Woodroofe M (1976) Estimating a mean from delayed observations. Z Wahrschcinlichkeitstheorie und Verw Gebiete 35: 103–113.CrossRefGoogle Scholar
  4. Ross SM (1971) Infinitesimal look-ahead stopping rules. Ann Math Statist 42: 297–303CrossRefGoogle Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1993

Authors and Affiliations

  • Ryszard Magiera
    • 1
  1. 1.Institute of MathematicsTechnical University of WrocławPoland

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