Three approaches to sequential analysis and one to hidden Markov processes
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Publication:1763433
DOI10.1016/j.jspi.2003.09.041zbMath1085.62095MaRDI QIDQ1763433
Publication date: 22 February 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.041
90C39: Dynamic programming
62M99: Inference from stochastic processes
62L10: Sequential statistical analysis
Cites Work
- Second order efficiency in the sequential design of experiments
- A control problem arising in the sequential design of experiments
- Sequential Design of Experiments
- Some general results in sequential analysis
- On the optimal filtering of diffusion processes
- Filtering and detection for doubly stochastic Poisson processes
- Smoothing for doubly stochastic Poisson processes
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