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scientific article; zbMATH DE number 4005386
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scientific article; zbMATH DE number 4005386 |
Statements
1985
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unified treatment
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mean square error
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continuous time processes
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correlated observations
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many-hypotheses testing
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optimal sequential discretization of stochastic processes
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optimal sequential discrimination of correlated processes
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sufficient statistics
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information measures of observation costs
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testing for the mean of a Gaussian process
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efficiency of sequential procedures
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asymptotically optimal sequential procedures for multidecision problems
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estimation for Gaussian processes
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optimal discretization for Gauss-Markov processes
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efficiency of sequential discretization
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0.8356435894966125
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