INVARIANCE, MINIMAX SEQUENTIAL ESTIMATION, AND CONTINUOUS-TIME PROCESSES

被引：105

|

作者：

KIEFER, J

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1957年 / 28卷 / 03期

关键词：

D O I：

10.1214/aoms/1177706874

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：573 / 601

页数：29

相关论文

共 50 条

[1] INVARIANCE, SEQUENTIAL DECISION FUNCTIONS, AND CONTINUOUS-TIME PROCESSES
KIEFER, J
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (03): : 869 - 869
[2] Nonparametric density estimation for continuous-time processes: minimax rates
Blanke, D
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1997, 325 (05): : 527 - 530
[3] SEQUENTIAL ESTIMATION FOR CONTINUOUS-TIME FINITE MARKOV-PROCESSES
ADKE, SR
MANJUNATH, SM
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 18 (02) : 227 - 227
[4] SEQUENTIAL ESTIMATION FOR CONTINUOUS-TIME FINITE MARKOV-PROCESSES
ADKE, SR
MANJUNATH, SM
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1984, 13 (09) : 1089 - 1106
[5] MINIMAX ESTIMATION OF CONTINUOUS-TIME DETERMINISTIC SIGNALS IN COLORED NOISE
BAHR, RK
BUCKLEW, JA
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1987, 27 (01) : 97 - 120
[6] Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
Hwang, Leng-Cheng
[J]. Sequential Analysis, 2024, 43 (04) : 497 - 512
[7] Spectral GMM estimation of continuous-time processes
Chacko, G
Viceira, LM
[J]. JOURNAL OF ECONOMETRICS, 2003, 116 (1-2) : 259 - 292
[8] On sequential estimation of the parameters of continuous-time trigonometric regression
Emel'yanova, T. V.
Konev, V. V.
[J]. AUTOMATION AND REMOTE CONTROL, 2016, 77 (06) : 992 - 1008
[9] On sequential estimation of the parameters of continuous-time trigonometric regression
T. V. Emel’yanova
V. V. Konev
[J]. Automation and Remote Control, 2016, 77 : 992 - 1008
[10] POISSON SAMPLING AND SPECTRAL ESTIMATION OF CONTINUOUS-TIME PROCESSES
MASRY, E
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1978, 24 (02) : 173 - 183

← 1 2 3 4 5 →