Minimax sequential tests for stationary ornstein-Uhlenbeck processes (Q3988006)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimax sequential tests for stationary ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 31971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax sequential tests for stationary ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 31971 |
Statements
Minimax sequential tests for stationary ornstein-Uhlenbeck processes (English)
0 references
28 June 1992
0 references
symmetric Wald SPRT
0 references
sequential probability ratio tests
0 references
stationary Ornstein-Uhlenbeck process
0 references
minimax sequential tests
0 references
linear costs
0 references
continuous, increasing loss
0 references
Bayes test
0 references
