Some remarks on minimax sequential tests for stationary ornstein–uhilenbeck processes (Q4293736): Difference between revisions

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Revision as of 15:12, 5 March 2024

scientific article; zbMATH DE number 579234
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English
Some remarks on minimax sequential tests for stationary ornstein–uhilenbeck processes
scientific article; zbMATH DE number 579234

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    Some remarks on minimax sequential tests for stationary ornstein–uhilenbeck processes (English)
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    7 July 1994
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    epsilon-minimax sequential test
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    symmetric Wald SPRT
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    one-sided hypotheses
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    velocity parameter
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    stationary Ornstein-Uhlenbeck process
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    existence of minimax sequential tests
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