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https://doi.org/10.1007/bf02925403
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Cite Journal: Statistical Papers |  Publication Date: Apr 1, 1998 |
 Citations: 2 |
Affiliation: TU Dresden, Institute of Mathematics
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.
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