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

DOI10.1070/RM2002V057N06ABEH000577zbMATH Open1218.62080OpenAlexW2021330319MaRDI QIDQ4816633FDOQ4816633

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

Mathematics Subject Classification ID

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

Cited In (4)

• Some remarks on first passage of Lévy processes, the American put and pasting principles
• 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

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