Sequential Testing of Two Hypotheses for a Stationary Ornstein--Uhlenbeck Process (Q4618075)
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scientific article; zbMATH DE number 7014719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Testing of Two Hypotheses for a Stationary Ornstein--Uhlenbeck Process |
scientific article; zbMATH DE number 7014719 |
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Sequential Testing of Two Hypotheses for a Stationary Ornstein--Uhlenbeck Process (English)
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7 February 2019
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sequential analysis
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hypothesis testing
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variational statement
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fixed error probability formulation
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conditionally extremal settings
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stationary Ornstein-Uhlenbeck process
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