On sequential versions of the generalized likelihood ratio test

DOI10.1017/S0305004100000657zbMATH Open0409.62073MaRDI QIDQ4197230FDOQ4197230

Authors: A. D. Barbour 

Publication date: 1979

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

Diffusion ProcessSequential TestsComposite HypothesesEquilibrum Ornstein-Uhlenbeck ProcessWilks Large Sample Likelihood Ratio Statistic

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Diffusion processes (60J60) Sequential statistical methods (62L99)

Cites Work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Large deviations of likelihood ratio statistics with applications to sequential testing
• Asymptotic Shapes of Bayes Sequential Testing Regions
• Note on the Consistency of the Maximum Likelihood Estimate
• Title not available (Why is that?)
• A Note on the Limiting Relative Efficiency of the Wald Sequential Probability Ratio Test
• RESTRICTED SEQUENTIAL PROCEDURES
• Verteilungs-invarianzprinzipien f�r das starke gesetz der gro\en zahl

Cited In (3)

• The likelihood ratio under noncontiguous alternatives
• The weighted sequential likelihood ratio
• Crossing probabilities for a square root boundary by a bessel process

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