A simple comparision of mixture vs. nonanticipating estimation

DOI10.1080/07474949908836428zbMath1064.62556OpenAlexW2224003233MaRDI QIDQ4254244

Moshe Pollak, Benjamin Yakir

Publication date: 1999

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949908836428

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Related Items (2)

Asymptotic optimality of double sequential mixture likelihood ratio test ⋮ Nonanticipating estimation applied to sequential analysis and changepoint detection

Cites Work

• On the asymptotic formula for the probability of a type I error of mixture type power one tests
• The expected sample size of some tests of power one
• Statistical Methods Related to the Law of the Iterated Logarithm
• Boundary Crossing Probabilities for the Wiener Process and Sample Sums

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