On sequential minimax estimation for the exponential class of processes
R. Magiera (1977)
Applicationes Mathematicae
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R. Magiera (1977)
Applicationes Mathematicae
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J. Franz, R. Magiera (1978)
Applicationes Mathematicae
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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.
Norbert Schmitz (1985)
Banach Center Publications
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R. Magiera ([unknown])
Metrika
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Wolfgang Winkler (1980)
Banach Center Publications
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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...
M. Roters ([unknown])
Metrika
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Stanisław Trybuła
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1. IntroductionThough the theory of minimax estimation was originated about thirty five years ago (see [7], [8], [9], [23]), there are still many unsolved problems in this area. Several papers have been devoted to statistical games in which the set of a priori distributions of the parameter was suitably restricted ([2], [10], [13]). Recently, special attention was paid to the problem of admissibility ([24], [3], [11], [12]).This paper is devoted to the problem of determining minimax...
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 ...
R. Różański (1980)
Applicationes Mathematicae
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R. Magiera (1974)
Applicationes Mathematicae
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M. Wilczyński (1985)
Applicationes Mathematicae
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M. Krzyśko (1984)
Applicationes Mathematicae
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N. Mukhopadhyay (1995)
Metrika
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