Sequential multi-hypothesis testing for compound Poisson processes

DOI10.1080/17442500701594490zbMath1132.62061OpenAlexW2038910803MaRDI QIDQ5451159

H. Vincent Poor, Savas Dayanik, Semih Onur Sezer

Publication date: 18 March 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500701594490

zbMATH Keywords

optimal stoppingsequential analysiscompound Poisson processessequential hypothesis testing

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07) Optimal stopping in statistics (62L15)

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