Sequential Testing Problems for Lévy Processes
Publication:4916302
DOI10.1080/07474946.2013.752169zbMath1261.62075OpenAlexW2331686122MaRDI QIDQ4916302
Pietro Muliere, Bruno Buonaguidi
Publication date: 22 April 2013
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2013.752169
optimal stoppingBayes decision rulesequential testingnegative binomial processesprinciples of continuous and smooth fitfree-boundary Stephan problem
Processes with independent increments; Lévy processes (60G51) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)
Related Items (8)
Cites Work
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