Minimax sequential tests for stationary ornstein-Uhlenbeck processes
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Publication:3988006
DOI10.1080/07474949108836233zbMath0754.62061MaRDI QIDQ3988006
Publication date: 28 June 1992
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949108836233
Bayes test; linear costs; sequential probability ratio tests; minimax sequential tests; stationary Ornstein-Uhlenbeck process; continuous, increasing loss; symmetric Wald SPRT
62F15: Bayesian inference
62L10: Sequential statistical analysis
62M02: Markov processes: hypothesis testing
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