ArticleOriginal scientific text
Title
Conjugate priors for exponential-type processes with random initial conditions
Authors 1
Affiliations
- Institute of Mathematics, Technical University of Wrocław, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland
Abstract
The family of proper conjugate priors is characterized in a general exponential model for stochastic processes which may start from a random state and/or time.
Keywords
conjugate prior, stopping time, exponential-type process
Bibliography
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Pages:
321-330
Main language of publication
English
Received
1993-04-15
Accepted
1994-05-25
Published
1994
Exact and natural sciences