Bayes Sequential Estimation for an Exponential Family of Processes: A Discrete Time Approach.
On the inequality of Cramér-Rao type in sequential estimation theory
On sequential minimax estimation for the exponential class of processes
Estimation with delayed observations
Sequential estimation of the transition intensities in Markov processes with migration
On sequential plans for the exponential class of processes
A modification of Sudakov's lemma and efficient sequential plans for some jump Markov processes
The characterization of efficient sequential plans for the Ornstein-Uhlenbeck velocity process
Oblique plans for a binomial process
The following random walk (Xt, t=0,1,2,⋯) in the set T= {(x,y):x,y are nonnegative integers} is considered: X0=(0,0), Prob{Xt+1=(x+1,y)|Xt=(x,y)}==1-Prob{Xt+1=(x,y+1)|Xt=p(x,y)}, p∈(0,1) being unknown. For a given B⊂T, define the stopping variable τ=min{t>0:Xt∈B}. A sequential procedure of estimation of a parameter Q=g(p) by a function f(Xτ,τ) is said to be an oblique plan if B is of the form {(x,y):y=(x-k)/s}, where k and s are positive integers. Some properties of estimates in oblique plans...
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