Asymptotically optimal sequential tests for nonhomogeneous processes

DOI10.1080/07474949808836397zbMath0899.62100OpenAlexW2145212427MaRDI QIDQ4384954

Alexander G. Tartakovsky

Publication date: 5 August 1998

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

Full work available at URL: https://doi.org/10.1080/07474949808836397

zbMATH Keywords

asymptotic optimalitynonhomogeneous observationsone-sided SPRTaverage excesslower bounds for the moments of stopping timematrix sequential probability ratio testmoment inequalities for martingalesmulti-alternative sequential tests

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

Related Items (8)

Performance Analysis of Sequential Probability Ratio Test ⋮ Optimal Information Usage in Binary Sequential Hypothesis Testing ⋮ Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems ⋮ Radar waveform design for extended target recognition under detection constraints ⋮ Degenerate-generalized likelihood ratio test for one-sided composite hypotheses ⋮ The dynamics of choice among multiple alternatives ⋮ Theory and applications of a new methodology for the random sequential probability ratio test ⋮ Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models

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