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

Cited in

(28)

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

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