ON SEQUENTIAL ESTIMATION OF PARAMETERS OF CONTINUOUS
GAUSSIAN MARKOV PROCESSES
Abstract: Assuming that the mean function of a continuous Gaussian Markov process
is
of the form
we give admissible, minimax and minimum variance
unbiased sequential plans for estimation of
. For a parameter of the covariance function of
, parallel results are presented.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -