On the problem of optimal instant observations of the linear birth and death process

The problem of the optimal intensity of instant observations of the processes of birth and death with linear growth and immigration is considered. Results are obtained for the objective function calculated as an expected normalized linear function of the number of observations and an expected normalized quadratic form of the errors of estimation, given instant observations.

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Year of publication:	2015
Authors:	Butov, Alexander A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 101.2015, C, p. 49-53
Publisher:	Elsevier
Subject:	Random walk \| Optimization \| Intensity \| Observations \| Martingale

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011263145