Sequential testing of a Wiener process with costly observations (Q4639218)
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scientific article; zbMATH DE number 6866018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential testing of a Wiener process with costly observations |
scientific article; zbMATH DE number 6866018 |
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Sequential testing of a Wiener process with costly observations (English)
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3 May 2018
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Brownian motion
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hypothesis testing
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optimal stopping
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sequential analysis
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