Bayes sequential estimation procedures for exponential-type processes
Magiera, Ryszard
Applicationes Mathematicae, Tome 22 (1994), p. 311-320 / Harvested from The Polish Digital Mathematics Library

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.

Publié le : 1994-01-01
EUDML-ID : urn:eudml:doc:219097
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     author = {Ryszard Magiera},
     title = {Bayes sequential estimation procedures for exponential-type processes},
     journal = {Applicationes Mathematicae},
     volume = {22},
     year = {1994},
     pages = {311-320},
     zbl = {0812.62086},
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Magiera, Ryszard. Bayes sequential estimation procedures for exponential-type processes. Applicationes Mathematicae, Tome 22 (1994) pp. 311-320. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv22z3p311bwm/

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