On the Wald's sequential probability ratio test for Lévy processes (Q2854353)
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scientific article; zbMATH DE number 6216450
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| English | On the Wald's sequential probability ratio test for Lévy processes |
scientific article; zbMATH DE number 6216450 |
Statements
On the Wald's Sequential Probability Ratio Test for Lévy Processes (English)
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18 October 2013
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fixed error probability formulation
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Lévy-Khintchine triplet
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Lévy processes
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negative binomial process
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optimal stopping
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sequential testing
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SPRT
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variational formulation
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0.8890572190284729
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0.8301088809967041
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0.8284847140312195
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0.8219243884086609
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