Bayes sequential estimation procedures for exponential-type processes

Volume 22 / 1994

Ryszard Magiera Applicationes Mathematicae 22 (1994), 311-320 DOI: 10.4064/am-22-3-311-320


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.


  • Ryszard Magiera

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