On the optimality of the sprt for processes with continuous time parameter

DOI10.1080/02331888408801750zbMATH Open0548.62053OpenAlexW1965603950MaRDI QIDQ3339971FDOQ3339971

Albrecht Irle, N. Schmitz

Publication date: 1984

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888408801750

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zbMATH Keywords

continuous time processessequential probability ratio testlog-likelihood process with i.i.d. incrementsoptimality property of SPRTreduction principle for stopping problems

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cited In (6)

• Sequential testing problems for Poisson processes.
• Optimality Of sequential prorability ratio tests for a class of continuous parameter stochastic processes
• Title not available (Why is that?)
• Sequential testing of simple hypotheses about compound Poisson processes
• Title not available (Why is that?)
• On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures

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