On sequential versions of the generalized likelihood ratio test

DOI10.1017/S0305004100000657MaRDI QIDQ4197230zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• 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
• Large deviations of likelihood ratio statistics with applications to sequential testing
• Note on the Consistency of the Maximum Likelihood Estimate
• 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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