scientific article; zbMATH DE number 773968

MaRDI QIDQ4839014zbMATHFDO

Authors Ricardo Vélez Ibarrola, Pilar Ibarrola Muñoz

Publication date 30 August 1995

zbMATH Keywords

vector meanoptimal invariant proceduresp-dimensional continuous-time Gaussian process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential statistical analysis (62L10) Sequential estimation (62L12) Non-Markovian processes: hypothesis testing (62M07) Optimal stopping in statistics (62L15)

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• A Sequential Multi-Hypothesis Test for the Mean Function of a Discrete-Time Gaussian Process
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