Asymptotically optimal sequential tests for nonhomogeneous processes (Q4384954)

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scientific article; zbMATH DE number 1139737
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    Asymptotically optimal sequential tests for nonhomogeneous processes
    scientific article; zbMATH DE number 1139737

      Statements

      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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