On minimax sequential estimation of the mean value of a stationary Gaussian Markov process

R. Różański

Applicationes Mathematicae (1982)

  • Volume: 17, Issue: 3, page 401-408
  • ISSN: 1233-7234

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R. Różański. "On minimax sequential estimation of the mean value of a stationary Gaussian Markov process." Applicationes Mathematicae 17.3 (1982): 401-408. <http://eudml.org/doc/264518>.

@article{R1982,
author = {R. Różański},
journal = {Applicationes Mathematicae},
keywords = {stationary Gaussian Markov process; minimax sequential estimation of mean of Ornstein-Uhlenbeck process; saddle-point; existence of minimax solution; mean-squared loss},
language = {eng},
number = {3},
pages = {401-408},
title = {On minimax sequential estimation of the mean value of a stationary Gaussian Markov process},
url = {http://eudml.org/doc/264518},
volume = {17},
year = {1982},
}

TY - JOUR
AU - R. Różański
TI - On minimax sequential estimation of the mean value of a stationary Gaussian Markov process
JO - Applicationes Mathematicae
PY - 1982
VL - 17
IS - 3
SP - 401
EP - 408
LA - eng
KW - stationary Gaussian Markov process; minimax sequential estimation of mean of Ornstein-Uhlenbeck process; saddle-point; existence of minimax solution; mean-squared loss
UR - http://eudml.org/doc/264518
ER -

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