Randomised sequential probability ratio tests for stochastic processes (Q1330196)

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scientific article; zbMATH DE number 605315
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Randomised sequential probability ratio tests for stochastic processes
scientific article; zbMATH DE number 605315

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    Randomised sequential probability ratio tests for stochastic processes (English)
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    11 October 1994
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    Wiener embedding
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    ASN function
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    simple hypothesis
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    simple alternative
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    likelihood ratio process
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    continuous sample paths
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    nominal errors
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    total error
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    expected duration of observation
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    randomisation at the boundaries
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    sequential probability ratio tests
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    Wiener process
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