Adaptive decision making for stochastic processes
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Publication:1895363
DOI10.1016/0378-3758(93)00087-XzbMath0829.62095MaRDI QIDQ1895363
Publication date: 10 September 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
likelihood ratios; nuisance parameter; adaptation; multiple hypothesis testing; Gaussian random fields; error probabilities; dependent observations; adaptive decision procedure; diffusion random processes
62C10: Bayesian problems; characterization of Bayes procedures
62M99: Inference from stochastic processes
60F10: Large deviations
62F05: Asymptotic properties of parametric tests
Related Items
Cites Work
- Distances and discrimination rates for stochastic processes
- Adaptive tests for stochastic processes in the ergodic case
- Adaptive tests in statistical problems with finite nuisance parameter
- A theorem about probabilities of large deviations with an application to queuing theory
- Adaptive Classification Procedures
- Bounds for the Power of Likelihood Ratio Tests and Their Asymptotic Properties
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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