Asymptotically optimal sequential tests for nonhomogeneous processes (Q4384954)
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scientific article; zbMATH DE number 1139737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically optimal sequential tests for nonhomogeneous processes |
scientific article; zbMATH DE number 1139737 |
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Asymptotically optimal sequential tests for nonhomogeneous processes (English)
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5 August 1998
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multi-alternative sequential tests
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nonhomogeneous observations
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one-sided SPRT
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average excess
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moment inequalities for martingales
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asymptotic optimality
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lower bounds for the moments of stopping time
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matrix sequential probability ratio test
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