Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in Asymmetric Case

DOI10.1137/1136061zbMath0776.62062OpenAlexW2001332072MaRDI QIDQ3135023

N. V. Verdenskaya, Alexander G. Tartakovsky

Publication date: 22 September 1993

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1136061

zbMATH Keywords

Wiener processsimulationssequential testingsimple hypothesesnonsymmetric caselikelihood ratio processmultihypotheses testingnonhomogeneous Gaussian processesprobabilities of errors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)

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