# Conjugate priors for exponential-type processes with random initial conditions

Applicationes Mathematicae (1994)

- Volume: 22, Issue: 3, page 321-330
- ISSN: 1233-7234

## Access Full Article

top## Abstract

top## How to cite

topMagiera, Ryszard. "Conjugate priors for exponential-type processes with random initial conditions." Applicationes Mathematicae 22.3 (1994): 321-330. <http://eudml.org/doc/219098>.

@article{Magiera1994,

abstract = {The family of proper conjugate priors is characterized in a general exponential model for stochastic processes which may start from a random state and/or time.},

author = {Magiera, Ryszard},

journal = {Applicationes Mathematicae},

keywords = {conjugate prior; stopping time; exponential-type process; Markov processes; proper conjugate priors; general exponential model},

language = {eng},

number = {3},

pages = {321-330},

title = {Conjugate priors for exponential-type processes with random initial conditions},

url = {http://eudml.org/doc/219098},

volume = {22},

year = {1994},

}

TY - JOUR

AU - Magiera, Ryszard

TI - Conjugate priors for exponential-type processes with random initial conditions

JO - Applicationes Mathematicae

PY - 1994

VL - 22

IS - 3

SP - 321

EP - 330

AB - The family of proper conjugate priors is characterized in a general exponential model for stochastic processes which may start from a random state and/or time.

LA - eng

KW - conjugate prior; stopping time; exponential-type process; Markov processes; proper conjugate priors; general exponential model

UR - http://eudml.org/doc/219098

ER -

## References

top- M. Arato (1978), On the statistical examination of continuous state Markov processes III, Selected Transl. in Math. Statist. and Probab. 14, 253-267.
- O. E. Barndorff-Nielsen (1980), Conditionality resolutions, Biometrika 67, 293-310. Zbl0434.62005
- I. V. Basawa and B. L. S. Prakasa Rao (1980), Statistical Inference for Stochastic Processes, Academic Press, New York. Zbl0448.62070
- P. Diaconis and D. Ylvisaker (1979), Conjugate priors for exponential families, Ann. Statist. 7, 269-281. Zbl0405.62011
- R. Döhler (1981), Dominierbarkeit und Suffizienz in der Sequentialanalyse, Math. Operationsforsch. Statist. Ser. Statist. 12, 101-134. Zbl0473.62006
- I. S. Gradshteĭn and I. M. Ryzhik (1971), Tables of Integrals, Sums, Series and Products, Nauka, Moscow (in Russian).
- R. S. Liptser and A. N. Shiryaev (1978), Statistics of Random Processes, Vol. 2, Springer, Berlin. Zbl0556.60003
- R. Magiera and V. T. Stefanov (1989), Sequential estimation in exponential-type processes under random initial conditions, Sequential Anal. 8 (2), 147-167. Zbl0691.62076
- R. Magiera and M. Wilczyński (1991), Conjugate priors for exponential-type processes, Statist. Probab. Lett. 12, 379-384. Zbl0747.62030
- A. F. Taraskin (1974), On the asymptotic normality of vector-valued stochastic integrals and estimates of drift parameters of a multidimensional diffusion process, Theory Probab. Math. Statist. 2, 209-224. Zbl0293.60050

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.