Asymptotically optimal sequential tests for nonhomogeneous processes

DOI10.1080/07474949808836397MaRDI QIDQ4384954zbMATH OpenOpenAlexFDO

Authors Alexander G. Tartakovsky

Publication date 5 August 1998

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949808836397

zbMATH Keywords

asymptotic optimalityaverage excesslower bounds for the moments of stopping timematrix sequential probability ratio testmoment inequalities for martingalesmulti-alternative sequential testsnonhomogeneous observationsone-sided SPRT

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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• Robust sequential testing
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