On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion
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Publication:2874150
DOI10.1137/S0040585X97986266zbMath1396.62185OpenAlexW1994779037MaRDI QIDQ2874150
Mikhail Zhitlukhin, Alexey Muravlev
Publication date: 28 January 2014
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97986266
Brownian motion (60J65) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)
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