Parameter estimation : the proper way to use Bayesian posterior processes with Brownian noise
Asaf Cohen
| Year of publication: |
2015
|
|---|---|
| Authors: | Cohen, Asaf |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 40.2015, 2, p. 361-389
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| Subject: | Bayesian sequential testing | parameter estimation | posterior process | Brownian motion | diffusion approximation | optimal stopping | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Suchtheorie | Search theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011282701