Multisource Bayesian sequential binary hypothesis testing problem

DOI10.1007/s10479-012-1217-zOpenAlexW2151938592MaRDI QIDQ1945073

Savas Dayanik, Semih Onur Sezer

Publication date: 2 April 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/21205

zbMATH Keywords

optimal stoppingjump-diffusion processesBayesian sequential identification

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Optimal Stopping Problems for Asset Management ⋮ Bayesian Sequential Composite Hypothesis Testing in Discrete Time ⋮ On the sequential testing and quickest change-point detection problems for Gaussian processes ⋮ On the problems of sequential statistical inference for Wiener processes with delayed observations ⋮ Optimal sequential testing for an inverse Gaussian process ⋮ On the Wald's Sequential Probability Ratio Test for Lévy Processes ⋮ An optimal stopping policy for car rental businesses with purchasing customers

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