| Автор | winkler, W. |
| Автор | Franz, J. |
| Автор | Küchler, I. |
| Дата выпуска | 1982 |
| dc.description | In this survey paper sequential statistical procedures for the exponential class of processes with independent increments are considered. After the definition of the exponential class a characterization in terms of the LEVY-CHXNTCBXN.representation is given. Then, sequential estimation problems* and sequential testing of hypotheses with respect to the underlying parameter are studied. Finally, some possible extensions of the considered notions and methods to other classes of processes are indicated. |
| Формат | application.pdf |
| Издатель | Akademie-Verlag |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Processes with independent increments LEVY-CHINTCHIN reriresentfltion sufficient statistic |
| Тема | sequential likelihood principle |
| Тема | moment relations |
| Тема | WALD's fundamental identity |
| Тема | sequential probability ratio test (SPRT) |
| Тема | sequential estimation |
| Тема | CBAMÉR-RAO-type inequality |
| Тема | efficiency |
| Тема | consistency |
| Название | Sequential statistical procedures for processes of the exponential class with independent increments |
| Тип | research-article |
| DOI | 10.1080/02331888208801633 |
| Print ISSN | 0323-3944 |
| Журнал | Series Statistics |
| Том | 13 |
| Первая страница | 105 |
| Последняя страница | 119 |
| Аффилиация | winkler, W.; Sektion Mathematik, TU Dresden |
| Аффилиация | Franz, J.; Sektion Mathematik, TU Dresden |
| Аффилиация | Küchler, I.; Sektion Mathematik, TU Dresden |
| Выпуск | 1 |
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