Some remarks on minimax sequential tests for stationary ornstein–uhilenbeck processes

DOI10.1080/07474949308836285zbMath0792.62069OpenAlexW1973829630MaRDI QIDQ4293736

Markus Roters

Publication date: 7 July 1994

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

Full work available at URL: https://doi.org/10.1080/07474949308836285

zbMATH Keywords

one-sided hypothesesstationary Ornstein-Uhlenbeck processsymmetric Wald SPRTepsilon-minimax sequential testexistence of minimax sequential testsvelocity parameter

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

Cites Work

• Minimax sequential tests for stationary ornstein-Uhlenbeck processes

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