On the Wald's Sequential Probability Ratio Test for Lévy Processes (Q2854353): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q2078228 |
Changed an Item |
||
| Property / author | |||
| Property / author: Bruno Buonaguidi / rank | |||
Normal rank | |||
Revision as of 15:56, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Wald's Sequential Probability Ratio Test for Lévy Processes |
scientific article |
Statements
On the Wald's Sequential Probability Ratio Test for Lévy Processes (English)
0 references
18 October 2013
0 references
fixed error probability formulation
0 references
Lévy-Khintchine triplet
0 references
Lévy processes
0 references
negative binomial process
0 references
optimal stopping
0 references
sequential testing
0 references
SPRT
0 references
variational formulation
0 references
