On the optimality of the sprt for processes with continuous time parameter (Q3339971)
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scientific article; zbMATH DE number 3874442
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| English | On the optimality of the sprt for processes with continuous time parameter |
scientific article; zbMATH DE number 3874442 |
Statements
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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0.8530107736587524
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0.8517097234725952
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0.8058676719665527
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