Likelihood Ratio Identities and Their Applications to Sequential Analysis
type: Item
instance of: scholarly article
title: Likelihood Ratio Identities and Their Applications to Sequential Analysis
zbMATH Open document ID: 1075.62070
DOI: 10.1081/SQA-200038994
author: Tze Leung Lai
published in: Sequential Analysis
publication date: 2005-01-18T00:00:00Z
Mathematics Subject Classification ID: 62L10
zbMATH DE Number: 2129096
zbMATH Keywords: exponential tilting
zbMATH Keywords: change-point detection
zbMATH Keywords: composite alternative hypotheses
zbMATH Keywords: moment generating functions
zbMATH Keywords: self-tuning properties
zbMATH Keywords: exponential families
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 2129096