Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments

DOI10.1007/BF02613998zbMath0746.62080MaRDI QIDQ1193387

Markus Roters

Publication date: 27 September 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176413

zbMATH Keywords

sequential probability ratio teststationary and independent incrementsexponential processeslocally most powerful sequential testsone-sided testing problempaired conjugate simple hypothesesWald SPRT

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items

Locally most powerful group-sequential tests with groups of observations of random size: finite horizon ⋮ Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives ⋮ Locally Most Powerful Sequentially Planned Tests in Continuous Time

Cites Work

• Locally best tests for Gaussian processes
• Locally most powerful sequential tests for stochastic processes
• Locally most powerful sequential tests
• Analytical Aspects of Exponential Families of Distribution Functions
• Sequential statistical procedures for processes of the exponential class with independent increments
• An Analytical Treatment of Exponential Families of Stochastic Processes with Independent Stationary Increments
• On Wald's equations in continuous time
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