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

zbMATH Keywords

consistencyefficiencysurvey paperexponential classindependent incrementssequential probability ratio testmoment relationsWald fundamental identityCramer-Rao-type inequalityLevy-Chintchin representationRadon-Nikodym derivatives of exponential typesequential likelihood principle

Mathematics Subject Classification ID

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)

Related Items (4)

Exponential families of stochastic processes and Lévy processes ⋮ On exponential families of Markov processes ⋮ Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments ⋮ On efficient stopping times

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