Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses

DOI10.1214/aoms/1177729031zbMath0050.14803OpenAlexW2055635661MaRDI QIDQ5817894

Jacob Wolfowitz, J. Kiefer, Aryeh Dvoretzky

Publication date: 1953

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177729031

zbMATH Keywords

statistics

Related Items

Optimum statistical inference from randomly stopped random processes, First-exit times for compound poisson processes for some types of positive and negative jumps, REPEATED SIGNIFICANCE TESTS IN FREQUENCY AND TIME DOMAINS*, On some applications of Poisson random walk plans, Multidimensional Poisson walks, Exact formulas for the oc and asn functions of the sprt for erlang distributions, When is it best to follow the leader?, Optimal Selling of an Asset with Jumps Under Incomplete Information, Asymptotic inference for stochastic processes, Inférence statistique dans les processus stochastiques: Aperçu historique, Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process, Exact calculation of the distributions of the stopping times of two types of truncated SPRT for the mean of the exponential distribution, [https://portal.mardi4nfdi.de/wiki/Publication:4048444 Une formulation, et la finitude, du test s�quentiel du rapport des vraisemblances dans le cas Markovien � temps continu], Locally most powerful sequential tests for stochastic processes, Minimax optimal sequential hypothesis tests for Markov processes, Optimal learning before choice, Sequential Testing Problems for Lévy Processes, The exit problem for certain dynamical systems with small poisson disturbances, Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen, A conversation with Shelemyahu Zacks, Non-parametric sequential tests for symmetry, Distributional Properties of CUSUM Stopping Times and Stopped Processes, Existenz von sequentiellen Tests zu vorgegebenen Niveaus, On the sequential testing problem for some diffusion processes, Locally Most Powerful Sequentially Planned Tests in Continuous Time, On the Wald's Sequential Probability Ratio Test for Lévy Processes, Exact computation for some sequential tests, Quickest detection with exponential penalty for delay