Sequential Testing Problems for Lévy Processes

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

zbMATH Keywords

optimal stoppingBayes decision rulesequential testingnegative binomial processesprinciples of continuous and smooth fitfree-boundary Stephan problem

Mathematics Subject Classification ID

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)

Detecting changes in real-time data: a user’s guide to optimal detection ⋮ Sequential negative binomial problems and statistical ecology: a selected review with new directions ⋮ Sequential testing of a Wiener process with costly observations ⋮ Optimal sequential testing for an inverse Gaussian process ⋮ Optimal learning with non-Gaussian rewards ⋮ On the Wald's Sequential Probability Ratio Test for Lévy Processes ⋮ Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise ⋮ A Linear Programming Approach to Sequential Hypothesis Testing

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