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: -