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
@book{bwmeta1.element.zamlynska-209cbe98-e952-4ff4-b307-5bdcef244d48,
author = {S. Trybu\l a},
title = {Sequential estimation in processes with independent increments},
series = {GDML\_Books},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
address = {Warszawa},
year = {1968},
zbl = {0187.15301},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.zamlynska-209cbe98-e952-4ff4-b307-5bdcef244d48}
}
S. Trybuła. Sequential estimation in processes with independent increments. GDML_Books (1968), http://gdmltest.u-ga.fr/item/bwmeta1.element.zamlynska-209cbe98-e952-4ff4-b307-5bdcef244d48/