On the optimality of the sprt for processes with continuous time parameter (Q3339971)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimality of the sprt for processes with continuous time parameter |
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On the optimality of the sprt for processes with continuous time parameter (English)
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1984
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log-likelihood process with i.i.d. increments
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sequential probability ratio test
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optimality property of SPRT
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continuous time processes
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reduction principle for stopping problems
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