Optimal sequential testing for an inverse Gaussian process
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Publication:2805606
DOI10.1080/07474946.2015.1099955zbMath1343.60045OpenAlexW2334844093MaRDI QIDQ2805606
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
collocation methodChebyshev polynomialsfree boundary problemoptimal stoppingsmooth fitinverse Gaussian processBayesian sequential testingcontinuous fit
Bayesian problems; characterization of Bayes procedures (62C10) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Free boundary problems for PDEs (35R35) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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