Bayes sequential estimation procedures for exponential-type processes
Volume 22 / 1994
Applicationes Mathematicae 22 (1994), 311-320
DOI: 10.4064/am-22-3-311-320
Abstract
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.
