Locally best tests for Gaussian processes

DOI10.1007/BF01893573zbMath0429.62059OpenAlexW2000059320MaRDI QIDQ1137844

Albrecht Irle

Publication date: 1980

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/186226

zbMATH Keywords

Wiener processone-sided hypotheseslikelihood ratio processlocally best sequential tests

Mathematics Subject Classification ID

Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)

Related Items

Locally most powerful sequential tests for stochastic processes ⋮ Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments ⋮ Locally Most Powerful Sequentially Planned Tests in Continuous Time

Cites Work

• Locally most powerful sequential tests
• Sequential Probability Ratio Test for the Mean Value Function of a Gaussian Process
• The First Passage Problem for a Continuous Markov Process
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