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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1978 Volume 23, Issue 1, Pages 137–143 (Mi tvp2982)

This article is cited in 4 papers

Short Communications

On optimal sequential estimation procedures for non-quadratic loss functions

M. S. Tihov

Gorky

Abstract: A problem of sequential estimation of a parameter $\theta\in R^1$ is considered for the loss function $(d-\theta)^\alpha$ in the case of discrete as well as continuous time.

Received: 24.03.1976


 English version:
Theory of Probability and its Applications, 1978, 23:1, 132–138

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