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Q5307875 - MaRDI portal

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scientific article; zbMATH DE number 5192050
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English
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scientific article; zbMATH DE number 5192050

    Statements

    author
    Andrey Novikov
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    publication date
    19 September 2007
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    zbMATH Keywords
    two-stage test
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    optimal continuation rule
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    optimal decision
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    dependent observations
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    time-series
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    local asymptotic normality
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    Markov discrete-time process
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    Wiener process
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    linear drift
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    Identifiers

    Mathematics Subject Classification ID
    62F05
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    62L10
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    62M02
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    zbMATH DE Number
    5192050
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