Bayes sequential estimation procedures for exponential-type processes
Applicationes Mathematicae (1994)
- Volume: 22, Issue: 3, page 311-320
- ISSN: 1233-7234
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topMagiera, Ryszard. "Bayes sequential estimation procedures for exponential-type processes." Applicationes Mathematicae 22.3 (1994): 311-320. <http://eudml.org/doc/219097>.
@article{Magiera1994,
abstract = {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.},
author = {Magiera, Ryszard},
journal = {Applicationes Mathematicae},
keywords = {Bayes sequential estimation; exponential-type process; stopping time; sequential decision procedure; exponential family of processes; Bayesian sequential estimation; continuous time stochastic processes; mean},
language = {eng},
number = {3},
pages = {311-320},
title = {Bayes sequential estimation procedures for exponential-type processes},
url = {http://eudml.org/doc/219097},
volume = {22},
year = {1994},
}
TY - JOUR
AU - Magiera, Ryszard
TI - Bayes sequential estimation procedures for exponential-type processes
JO - Applicationes Mathematicae
PY - 1994
VL - 22
IS - 3
SP - 311
EP - 320
AB - 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.
LA - eng
KW - Bayes sequential estimation; exponential-type process; stopping time; sequential decision procedure; exponential family of processes; Bayesian sequential estimation; continuous time stochastic processes; mean
UR - http://eudml.org/doc/219097
ER -
References
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