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Displaying similar documents to “A modification of Sudakov's lemma and efficient sequential plans for the Ornstein-Uhlenbeck process”

Sequential estimation in processes with independent increments

S. Trybuła

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CONTENTS1. Introduction...................... 52. Definitions........................... 63. Stochastic processes.................. 74. Processes with independent increments...... 85. Sequential estimation for the Poisson process..... 126. Other processes with independent increments.......... 337. Efficiency for a given value of the parameter......... 398. Final remarks........................................... 43References................................................ 45 ...

P-Sequential Spaces and Cleavability

Koinac, Ljubia (1998)

Serdica Mathematical Journal

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∗ Supported by the Serbian Scientific Foundation, grant No 04M01 We consider some relations between p-sequential-like properties and cleavability of topological spaces. Under a special assumption we give an very easy proof of the following result of A.V. Arhangel’skii (the main result in [1]): if a (countably) compact space X is cleavable over the class of sequential spaces, then X is also sequential.

On minimax sequential procedures for exponential families of stochastic processes

Ryszard Magiera (1998)

Applicationes Mathematicae

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The problem of finding minimax sequential estimation procedures for stochastic processes is considered. It is assumed that in addition to the loss associated with the error of estimation a cost of observing the process is incurred. A class of minimax sequential procedures is derived explicitly for a one-parameter exponential family of stochastic processes. The minimax sequential procedures are presented in some special models, in particular, for estimating a parameter of exponential...

Bayes sequential estimation procedures for exponential-type processes

Ryszard Magiera (1994)

Applicationes Mathematicae

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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.