Sequential testing problems for Poisson processes. (Q1848801)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Sequential testing problems for Poisson processes.
scientific article

    Statements

    Sequential testing problems for Poisson processes. (English)
    0 references
    14 November 2002
    0 references
    Sequential testing
    0 references
    Bayes decision rule
    0 references
    Poisson process
    0 references
    SPRT (sequential probability ratio test)
    0 references
    optimal stopping
    0 references
    free-boundary differential-difference Stephan problem
    0 references
    principles of continuous and smooth fit
    0 references
    point (counting)(Cox) process
    0 references
    measure of jumps and its compensator
    0 references
    Itô's formula
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references