Three approaches to sequential analysis and one to hidden Markov processes

DOI10.1016/J.JSPI.2003.09.041zbMATH Open1085.62095OpenAlexW1971166163MaRDI QIDQ1763433FDOQ1763433

Authors: Peter Whittle 

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

Recommendations

• On identification of states of a sequence generated by a hidden Markov model
• SPRT and CUSUM in hidden Markov models
• Recursive Kalman-type optimal estimation and detection of hidden Markov chains
• scientific article; zbMATH DE number 524374
• scientific article; zbMATH DE number 273341

zbMATH Keywords

Sequential analysisHidden Markov processes

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Sequential statistical analysis (62L10) Dynamic programming (90C39)

Cites Work

• Smoothing for doubly stochastic Poisson processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the optimal filtering of diffusion processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Filtering and detection for doubly stochastic Poisson processes
• Sequential Design of Experiments
• Second order efficiency in the sequential design of experiments
• Some general results in sequential analysis
• A control problem arising in the sequential design of experiments
• Title not available (Why is that?)

Cited In (1)

• Title not available (Why is that?)

This page was built for publication: Three approaches to sequential analysis and one to hidden Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1763433)