Locally Most Powerful Sequentially Planned Tests in Continuous Time (Q3423602)
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scientific article; zbMATH DE number 5126326
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Locally Most Powerful Sequentially Planned Tests in Continuous Time |
scientific article; zbMATH DE number 5126326 |
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Locally Most Powerful Sequentially Planned Tests in Continuous Time (English)
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14 February 2007
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Bellman equation
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control variable
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heat equation
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homogeneous Markov case
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independent increments
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one-sided test
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optimal stopping
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sequentially planned probability ratio test
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stationary increments
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stochastic process
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0.8396243453025818
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0.8355958461761475
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0.8292996287345886
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0.8237382173538208
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