Optimal sequential testing for an inverse Gaussian process

DOI10.1080/07474946.2015.1099955zbMATH Open1343.60045OpenAlexW2334844093MaRDI QIDQ2805606FDOQ2805606

Authors: Pietro Muliere, Bruno Buonaguidi 

Publication date: 12 May 2016

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2015.1099955

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zbMATH Keywords

Chebyshev polynomialsfree boundary problemoptimal stoppingsmooth fitcollocation methodinverse Gaussian processBayesian sequential testingcontinuous fit

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Bayesian problems; characterization of Bayes procedures (62C10) Brownian motion (60J65) Free boundary problems for PDEs (35R35) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cited In (4)

• Title not available (Why is that?)
• Sequential testing of a Wiener process with costly observations
• Optimum test planning for heterogeneous inverse Gaussian processes
• A collocation method for the sequential testing of a gamma process

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