Minimax sequential tests for stationary ornstein-Uhlenbeck processes (Q3988006)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax sequential tests for stationary ornstein-Uhlenbeck processes |
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Minimax sequential tests for stationary ornstein-Uhlenbeck processes (English)
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28 June 1992
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symmetric Wald SPRT
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sequential probability ratio tests
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stationary Ornstein-Uhlenbeck process
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minimax sequential tests
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linear costs
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continuous, increasing loss
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Bayes test
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