Asymptotically optimal sequential tests for nonhomogeneous processes (Q4384954)
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 1139737
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotically optimal sequential tests for nonhomogeneous processes |
scientific article; zbMATH DE number 1139737 |
Statements
Asymptotically optimal sequential tests for nonhomogeneous processes (English)
0 references
5 August 1998
0 references
multi-alternative sequential tests
0 references
nonhomogeneous observations
0 references
one-sided SPRT
0 references
average excess
0 references
moment inequalities for martingales
0 references
asymptotic optimality
0 references
lower bounds for the moments of stopping time
0 references
matrix sequential probability ratio test
0 references
0 references
0.8762038350105286
0 references
0.8533949851989746
0 references