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Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case - MaRDI portal

Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case (Q1969415)

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scientific article; zbMATH DE number 1416254
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Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
scientific article; zbMATH DE number 1416254

    Statements

    Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case (English)
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    7 June 2000
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    multihypothesis sequential tests
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    one-sided SPRT
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    invariant sequential tests
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    asymptotics optimality
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    r-quick convergence
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    correlated and non-homogeneous processes
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    moments of stopping times
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    multi-sample slippage problem
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