Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments (Q3203879)
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scientific article; zbMATH DE number 4180593
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| English | Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments |
scientific article; zbMATH DE number 4180593 |
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Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments (English)
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1987
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process with independent homogeneous increments
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Kiefer-Weiss problem
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Wald test
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sequential probability ratio test
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modified Kiefer-Weiss problem
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double sequential probability ratio test
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continuous-time case
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asymptotic solution
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exponential family
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