Locally best tests for Gaussian processes

DOI10.1007/BF01893573MaRDI QIDQ1137844zbMATH OpenOpenAlexFDO

Authors Albrecht Irle

Publication date 1980

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/186226

zbMATH Keywords

likelihood ratio processlocally best sequential testsone-sided hypothesesWiener process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)

Cites work

• scientific article; zbMATH DE number 3168073 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• scientific article; zbMATH DE number 3366273 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• Locally most powerful sequential tests
• Sequential Probability Ratio Test for the Mean Value Function of a Gaussian Process
• The First Passage Problem for a Continuous Markov Process

Cited in

(3)

• Locally most powerful sequential tests for stochastic processes
• Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments
• Locally Most Powerful Sequentially Planned Tests in Continuous Time

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