Admissible sequential polynomial estimators for stochastic processes
作者:
Ryszard Magiera,
期刊:
Sequential Analysis
(Taylor Available online 1987)
卷期:
Volume 6,
issue 3
页码: 207-218
ISSN:0747-4946
年代: 1987
DOI:10.1080/07474948708836127
出版商: Marcel Dekker, Inc.
关键词: sequential estimation;admissible estimators;exponential-type processes
数据来源: Taylor
摘要:
The problem of sequential estimation for stochastic processes whose likelihood functions are of exponential type is considered. In sequential estimation plans satisfying such regularity conditions under which the Wald identities hold the form of admissible polynomial estimators under quadratic loss function is determined.
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