Asymptotically optimal sequential tests for nonhomogeneous processes (Q4384954)

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scientific article; zbMATH DE number 1139737
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Asymptotically optimal sequential tests for nonhomogeneous processes
scientific article; zbMATH DE number 1139737

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    Asymptotically optimal sequential tests for nonhomogeneous processes (English)
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    5 August 1998
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    multi-alternative sequential tests
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    nonhomogeneous observations
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    one-sided SPRT
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    average excess
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    moment inequalities for martingales
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    asymptotic optimality
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    lower bounds for the moments of stopping time
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    matrix sequential probability ratio test
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