scientific article; zbMATH DE number 20652

zbMATH Open0742.62078MaRDI QIDQ3979863FDOQ3979863

Authors N. V. Verdenskaya, Alexander G. Tartakovsky 

Publication date 26 June 1992

zbMATH Keywords

Wiener processcomputer simulationssequential testingsimple hypotheseslikelihood ratio processmultihypotheses testingnonhomogeneous Gaussian processesprobabilities of errorsnonsymmetrical case

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)

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Cited in

(3)

• Nonasymptotic sequential tests for overlapping hypotheses applied to near-optimal arm identification in bandit models
• A Sequential Multi-Hypothesis Test for the Mean Function of a Discrete-Time Gaussian Process
• Asymptotically optimal sequential hypothesis testing

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