Problems in sequential decision between hypotheses for a combined Poisson process with exponential jumps

DOI10.1070/RM2002V057N06ABEH000577zbMATH Open1218.62080OpenAlexW2021330319MaRDI QIDQ4816633FDOQ4816633

Authors: Pavel Gapeev 

Publication date: 10 September 2004

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm2002v057n06abeh000577

Recommendations

• Sequential testing of simple hypotheses about compound Poisson processes
• Sequential multi-hypothesis testing for compound Poisson processes
• The disorder problem for compound Poisson processes with exponential jumps
• Sequential testing problems for Poisson processes.
• scientific article; zbMATH DE number 2169332
• Hypo-exponential distributions and compound Poisson processes with alternating parameters
• Efficient sequential estimation for compound poisson processes
• scientific article; zbMATH DE number 4129851
• On the distribution of a randomly discounted compound Poisson process

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (7)

• Some remarks on first passage of Lévy processes, the American put and pasting principles
• Sequential testing problems for Lévy processes
• Sequential multi-hypothesis testing for compound Poisson processes
• Title not available (Why is that?)
• Sequential testing of simple hypotheses about compound Poisson processes
• Bayesian problems of sequential discrimination between hypotheses for continuous random processes
• Multisource Bayesian sequential binary hypothesis testing problem

This page was built for publication: Problems in sequential decision between hypotheses for a combined Poisson process with exponential jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4816633)