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Sequential estimation for a family of counting processes in the nuisance parameter case |
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| Authors: | Jürgen Franz Ryszard Magiera |
| Affiliation: | (1) Institute of Mathematical Statistics, Technical University of Dresden, D-01062 Dresden, Germany;(2) Institute of Mathematics, Technical University of Wroslaw, PL-50-370 Wroclaw, Poland |
| Abstract: | The paper deals with the problem of sequential estimation for stochastic processes in the presence of a nuisance parameter. Using the approach to estimation through estimating equations, optimum estimating functions based on a random observation time are investigated in some models for processes appearing in reliability systems theory. |
| Keywords: | sequential plan information inequality optimum estimating equation nuisance parameter stopping time inverse plan nonhomogeneous Poisson process counting process renewal process reliability models |
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