Tests with parabolic boundary for the drift of a Wiener process (Q1170855)
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scientific article; zbMATH DE number 3784156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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