A collocation method for the sequential testing of a gamma process

DOI10.5705/SS.2013.155MaRDI QIDQ3448723zbMATH OpenOpenAlexFDO

Authors Pietro Muliere, Bruno Buonaguidi

Publication date 26 October 2015

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a806e7698f3e00361bc82c2f283f99e49a202f77

zbMATH Keywords

bayes decision ruleChebyshev polynomialscollocation methodfree-boundary problemgamma processoptimal stoppingsequential testingsmooth and continuous fit principles

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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