Optimal sampling of independent increment processes

DOI10.1080/17442507908833128MaRDI QIDQ3051271zbMATH OpenOpenAlexFDO

Authors B. W. Stuck, Charles M. Newman

Publication date 1979

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442507908833128

zbMATH Keywords

discriminating continuous-time real valued stochastic processesindependent increment processesknown parametersoptimal sampling

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07)

Cites work

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Distinguishing a Sequence of Random Variables from a Translate of Itself
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• Radon-Nikodym Derivatives of Gaussian Measures
• The behavior of measure and measurability under change of scale in Wiener space
• The inner product of path space measures corresponding to random processes with independent increments
• Transformations of Wiener integrals under translations

Cited in

(1)

• Small-time limit theorems for stationary independent increment processes

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