On sequential versions of the generalized likelihood ratio test (Q4197230): Difference between revisions

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Revision as of 14:42, 5 March 2024

scientific article; zbMATH DE number 3637160
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English
On sequential versions of the generalized likelihood ratio test
scientific article; zbMATH DE number 3637160

    Statements

    On sequential versions of the generalized likelihood ratio test (English)
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    1979
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    Wilks Large Sample Likelihood Ratio Statistic
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    Composite Hypotheses
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    Diffusion Process
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    Equilibrum Ornstein-Uhlenbeck Process
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    Sequential Tests
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