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

DOI10.1137/1136061zbMATH Open0776.62062OpenAlexW2001332072MaRDI QIDQ3135023FDOQ3135023

Authors: 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

simulationsWiener processsequential 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)

Cited In (3)

• Optimal sequential testing for an inverse Gaussian process
• The dynamics of choice among multiple alternatives
• Asymptotically optimal sequential tests for nonhomogeneous processes

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