Optimality Of sequential prorability ratio tests for a class of continuous parameter stochastic processes (Q3988003)
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scientific article; zbMATH DE number 31968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality Of sequential prorability ratio tests for a class of continuous parameter stochastic processes |
scientific article; zbMATH DE number 31968 |
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Optimality Of sequential prorability ratio tests for a class of continuous parameter stochastic processes (English)
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28 June 1992
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continuous parameter
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optimality property
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sequential probability ratio test
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Wald's SPRT
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increasing processes
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Doob-Meyer decompositions
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logarithm of the probability ratio of two simple hypotheses
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curved exponential families
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testing a Yule-Fury process vs. a Poisson process
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