Optimal sequential estimation procedures under delayed observations from multiparameter exponential families
Year of publication: |
1998
|
---|---|
Authors: | Magiera, Ryszard |
Published in: |
Selected papers of the Symposium on Operations Research (SOR'97) : Jena, September 3 - 5, 1997. - Berlin [u.a.] : Springer, ISBN 3-540-64240-4. - 1998, p. 200-205
|
Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
-
On estimating a dynamic function of a stochastic system with averaging
Liptser, R., (1998)
-
Efficient computation of stochastic coefficients models
Chang, I-Lok, (1990)
-
Circumstances in which different criteria of estimation can be applied to estimate policy effects
Swamy, Paravastu A. V. B., (1992)
- More ...
-
Bayesian prediction in doubly stochastic Poisson process
Jokiel-Rokita, Alicja, (2014)
-
Optimal sequential estimation procedures of a function of a probability of success under LINEX loss
Baran, Jerzy, (2010)
-
On information inequalities in sequential estimation for stochastic processes
Franz, Jürgen, (1997)
- More ...