A modification of Sudakov's lemma and efficient sequential plans for some jump Markov processes
R. Magiera, R. Różanski (1985)
Banach Center Publications
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R. Magiera, R. Różanski (1985)
Banach Center Publications
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R. Różański (1982)
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R. Magiera (1984)
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Maria Jankiewicz, T. Rolski (1977)
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W. P. Cherry, R. L. Disney (1983)
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Jürgen Franz (1985)
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Maria Jankiewicz (1978)
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Ryszard Magiera (2001)
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The problem of estimating unknown parameters of Markov-additive processes from data observed up to a random stopping time is considered. To the problem of estimation, the intermediate approach between the Bayes and the minimax principle is applied in which it is assumed that a vague prior information on the distribution of the unknown parameters is available. The loss in estimating is assumed to consist of the error of estimation (defined by a weighted squared loss function) as well...
R. Dohler (1985)
Banach Center Publications
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Masao Nagasawa (1972)
Séminaire de probabilités de Strasbourg
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Zbyněk Šidák (1976)
Aplikace matematiky
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Georgica Obreja, Gheorghita Zbaganu (1985)
Banach Center Publications
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Maria Jankiewicz (1978)
Applicationes Mathematicae
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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 ...
Petr Mandl (1985)
Banach Center Publications
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