Sequential Testing Problems for Lévy Processes
From MaRDI portal
Publication:4916302
DOI10.1080/07474946.2013.752169zbMath1261.62075MaRDI QIDQ4916302
Pietro Muliere, Bruno Buonaguidi
Publication date: 22 April 2013
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2013.752169
optimal stopping; Bayes decision rule; sequential testing; negative binomial processes; principles of continuous and smooth fit; free-boundary Stephan problem
60G51: Processes with independent increments; Lévy processes
62C10: Bayesian problems; characterization of Bayes procedures
62L10: Sequential statistical analysis
62L15: Optimal stopping in statistics
62M02: Markov processes: hypothesis testing
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