Three approaches to sequential analysis and one to hidden Markov processes

DOI10.1016/J.JSPI.2003.09.041MaRDI QIDQ1763433zbMATH OpenOpenAlexFDO

Authors Peter Whittle

Publication date 22 February 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.09.041

zbMATH Keywords

Hidden Markov processesSequential analysis

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Inference from stochastic processes (62M99) Dynamic programming (90C39)

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Cites work

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• On the optimal filtering of diffusion processes
• Second order efficiency in the sequential design of experiments
• Sequential Design of Experiments
• Smoothing for doubly stochastic Poisson processes
• Some general results in sequential analysis

Cited in

(1)

• scientific article; zbMATH DE number 4201422 (Why is no real title available?)

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