Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
From MaRDI portal
Publication:1969415
DOI10.1023/A:1009952514505zbMath0943.62080OpenAlexW1552680785MaRDI QIDQ1969415
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
asymptotics optimalitycorrelated and non-homogeneous processesinvariant sequential testsmoments of stopping timesmulti-sample slippage problemmultihypothesis sequential testsone-sided SPRTr-quick convergence
Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)
Related Items
Detection and identification of changes of hidden Markov chains: asymptotic theory ⋮ Bayesian sequential joint detection and estimation under multiple hypotheses ⋮ Sequential Joint Detection and Estimation ⋮ Optimal Information Usage in Binary Sequential Hypothesis Testing ⋮ Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems ⋮ Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems ⋮ Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems ⋮ Nearly optimal sequential tests of composite hypotheses revisited ⋮ Application of sequential interval estimation to adaptive mastery testing ⋮ The dynamics of choice among multiple alternatives ⋮ Detection of intrusions in information systems by sequential change-point methods ⋮ Theory and applications of a new methodology for the random sequential probability ratio test ⋮ Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
