Autor: Magiera, Ryszard. - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Bayes sequential estimation procedures for exponential-type processes
Autorzy:: Magiera, Ryszard
Powiązania:: https://bibliotekanauki.pl/articles/1340501.pdf
Data publikacji:: 1994
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: Bayes sequential estimation
exponential-type process
stopping time
sequential decision procedure
Opis:: 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.
Źródło:: Applicationes Mathematicae; 1993-1995, 22, 3; 311-320
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: On minimax sequential procedures for exponential families of stochastic processes
Autorzy:: Magiera, Ryszard
Powiązania:: https://bibliotekanauki.pl/articles/1339040.pdf
Data publikacji:: 1998
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: Bayes sequential estimation
minimax sequential procedure
exponential family of processes
stopping time
sequential decision procedure
Opis:: 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 families of diffusions, for estimating the mean or drift coefficients of the class of Ornstein-Uhlenbeck processes, for estimating the drift of a geometric Brownian motion and for estimating a parameter of a family of counting processes. A class of minimax sequential rules for a compound Poisson process with multinomial jumps is also found.
Źródło:: Applicationes Mathematicae; 1998-1999, 25, 1; 1-18
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Conjugate priors for exponential-type processes with random initial conditions
Autorzy:: Magiera, Ryszard
Powiązania:: https://bibliotekanauki.pl/articles/1340503.pdf
Data publikacji:: 1994
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: conjugate prior
stopping time
exponential-type process
Opis:: The family of proper conjugate priors is characterized in a general exponential model for stochastic processes which may start from a random state and/or time.
Źródło:: Applicationes Mathematicae; 1993-1995, 22, 3; 321-330
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

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