Sequential statistical procedures for processes of the exponential class with independent increments
DOI10.1080/02331888208801633zbMath0491.62067OpenAlexW2002757430MaRDI QIDQ3953033
Ingeborg Küchler, Wolfgang Winkler, Jürgen Franz
Publication date: 1982
Published in: Series Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888208801633
consistencyefficiencysurvey paperexponential classindependent incrementssequential probability ratio testmoment relationsWald fundamental identityCramer-Rao-type inequalityLevy-Chintchin representationRadon-Nikodym derivatives of exponential typesequential likelihood principle
Foundations and philosophical topics in statistics (62A01) Markov processes: estimation; hidden Markov models (62M05) Sequential statistical analysis (62L10) Sequential estimation (62L12) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02) Sufficient statistics and fields (62B05)
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