Sequential Testing for Several Signals in Gaussian White Noise

DOI10.1137/1128052MaRDI QIDQ3327550zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

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

Full work available at URL https://doi.org/10.1137/1128052

zbMATH Keywords

shortest fixed-sample-size decision ruleshortest sequential proceduresignals in white Gaussian noise

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

Cited in

(7)

• Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
• Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
• The dynamics of choice among multiple alternatives
• Optimal sequential tests for testing two composite and multiple simple hypotheses
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• Asymptotically optimal sequential tests for nonhomogeneous processes
• Sequential hypothesis testing in machine learning, and crude oil price jump size detection

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