Hostname: page-component-586b7cd67f-t8hqh Total loading time: 0 Render date: 2024-11-28T06:17:47.620Z Has data issue: false hasContentIssue false

Inference problems for random-parameter stochastic processes

Published online by Cambridge University Press:  01 July 2016

John P. Lehoczky*
Affiliation:
Carnegie-Mellon University

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Inference for Stochastic Processes
Copyright
Copyright © Applied Probability Trust 1985 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Deely, J. J. and Lindley, D. V. (1981) Bayes empirical Bayes. J. Amer. Statist. Assoc. 76, 833841.Google Scholar
Dempster, A. P., Rubin, D. B. and Tsutakawa, R. K. (1981) Estimation in covariance components models. J. Amer. Statist. Assoc. 76, 341353.Google Scholar
James, W. and Stein, C. (1961) Estimation with quadratic loss. Proc. 4th Berkeley. Symp. Math. Statist. Prob. 1, 361379.Google Scholar
Morris, C. N. (1983) Parametric empirical Bayes inference: Theory and applications. J. Amer. Statist. Assoc. 78, 4765.Google Scholar