Locally Most Powerful Sequentially Planned Tests in Continuous Time (Q3423602): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally Most Powerful Sequentially Planned Tests in Continuous Time |
scientific article |
Statements
Locally Most Powerful Sequentially Planned Tests in Continuous Time (English)
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14 February 2007
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Bellman equation
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control variable
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heat equation
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homogeneous Markov case
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independent increments
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one-sided test
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optimal stopping
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sequentially planned probability ratio test
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stationary increments
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stochastic process
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