Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case

DOI10.1023/A:1009952514505zbMATH Open0943.62080OpenAlexW1552680785MaRDI QIDQ1969415FDOQ1969415

Authors: Alexander G. Tartakovsky 

Publication date: 7 June 2000

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009952514505

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zbMATH Keywords

asymptotics optimalitycorrelated and non-homogeneous processesinvariant sequential testsmoments of stopping timesmulti-sample slippage problemmultihypothesis sequential testsone-sided SPRTr-quick convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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• Detection of intrusions in information systems by sequential change-point methods
• On the multivariate asymptotic distribution of sequential chi-square statistics
• The dynamics of choice among multiple alternatives
• Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
• Asymptotic Optimality of the Sequential d-Guaranty Test
• Asymptotically optimal sequential hypothesis testing
• Sequential Joint Detection and Estimation

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