On sequential versions of the generalized likelihood ratio test

DOI10.1017/S0305004100000657zbMath0409.62073MaRDI QIDQ4197230

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

Related Items (3)

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

Cites Work

• Unnamed Item
• Large deviations of likelihood ratio statistics with applications to sequential testing
• RESTRICTED SEQUENTIAL PROCEDURES
• A Note on the Limiting Relative Efficiency of the Wald Sequential Probability Ratio Test
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Asymptotic Shapes of Bayes Sequential Testing Regions
• [https://portal.mardi4nfdi.de/wiki/Publication:5556859 Verteilungs-invarianzprinzipien f�r das starke gesetz der gro\en zahl]
• Note on the Consistency of the Maximum Likelihood Estimate

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