Conjugate priors for exponential-type processes with random initial conditions
Applicationes Mathematicae (1994)
- Volume: 22, Issue: 3, page 321-330
- ISSN: 1233-7234
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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
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- 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
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