Some remarks on minimax sequential tests for stationary ornstein–uhilenbeck processes (Q4293736)
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scientific article; zbMATH DE number 579234
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| English | Some remarks on minimax sequential tests for stationary ornstein–uhilenbeck processes |
scientific article; zbMATH DE number 579234 |
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Some remarks on minimax sequential tests for stationary ornstein–uhilenbeck processes (English)
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7 July 1994
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epsilon-minimax sequential test
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symmetric Wald SPRT
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one-sided hypotheses
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velocity parameter
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stationary Ornstein-Uhlenbeck process
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existence of minimax sequential tests
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0.9343966245651244
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0.8665938377380371
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