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Tests with parabolic boundary for the drift of a Wiener process - MaRDI portal

Tests with parabolic boundary for the drift of a Wiener process (Q1170855)

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scientific article; zbMATH DE number 3784156
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Tests with parabolic boundary for the drift of a Wiener process
scientific article; zbMATH DE number 3784156

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    Tests with parabolic boundary for the drift of a Wiener process (English)
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    1982
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    stopping times
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    minimax tests
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    martingales
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    two-sided tests with parabolic boundaries
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    expected sample size
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    minimizing maximum expected sample size
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    tests with triangular boundaries
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    Lai optimal boundary
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    Hermite functions
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    asymptotic power
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