scientific article; zbMATH DE number 4096627

MaRDI QIDQ3823019zbMATH OpenFDO

Authors

Publication date 1988

zbMATH Keywords

additive processescontinuous time Markov chainscurved exponential familiesdiffusion-type processesexamplesjump processesOptimal properties of Wald SPRTpoint processesrandom change of timesequential probability ratio testtime transformations

Mathematics Subject Classification ID

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

Recommendations

• Optimality Of sequential prorability ratio tests for a class of continuous parameter stochastic processes
• Optimality of the sequential probability ratio test for nonstationary observations
• On the optimality of the sprt for processes with continuous time parameter
• On the Wald's sequential probability ratio test for Lévy processes
• Asymptotically optimal sequential tests for nonhomogeneous processes

Cited in

(7)

• Optimum statistical inference from randomly stopped random processes
• Sequential testing problems for Poisson processes.
• On the Wald's sequential probability ratio test for Lévy processes
• On the optimality of the sprt for processes with continuous time parameter
• Optimality Of sequential prorability ratio tests for a class of continuous parameter stochastic processes
• Optimality of the sequential probability ratio test for nonstationary observations
• An optimal procedure for testing hypotheses on cadlag processes

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