Optimal sequential testing for an inverse Gaussian process

DOI10.1080/07474946.2015.1099955zbMath1343.60045OpenAlexW2334844093MaRDI QIDQ2805606

Pietro Muliere, Bruno Buonaguidi

Publication date: 12 May 2016

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2015.1099955

zbMATH Keywords

collocation methodChebyshev polynomialsfree boundary problemoptimal stoppingsmooth fitinverse Gaussian processBayesian sequential testingcontinuous fit

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Free boundary problems for PDEs (35R35) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (1)

Sequential testing of a Wiener process with costly observations

Cites Work

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