Minimax sequential tests for stationary ornstein-Uhlenbeck processes (Q3988006)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 31971
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimax sequential tests for stationary ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 31971 |
Statements
Minimax sequential tests for stationary ornstein-Uhlenbeck processes (English)
0 references
28 June 1992
0 references
symmetric Wald SPRT
0 references
sequential probability ratio tests
0 references
stationary Ornstein-Uhlenbeck process
0 references
minimax sequential tests
0 references
linear costs
0 references
continuous, increasing loss
0 references
Bayes test
0 references
0.93179851770401
0 references
0.930668830871582
0 references
0.8665162324905396
0 references
0.7627692818641663
0 references
