Randomised sequential probability ratio tests for stochastic processes

DOI10.1016/0378-3758(94)90209-7zbMath0796.62065OpenAlexW2140704667MaRDI QIDQ1330196

V. Pereyra

Publication date: 11 October 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90209-7

zbMATH Keywords

Wiener processASN functionsimple hypothesiscontinuous sample pathstotal errorsimple alternativelikelihood ratio processsequential probability ratio testsexpected duration of observationnominal errorsrandomisation at the boundariesWiener embedding

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Cites Work

• Optimality Of sequential prorability ratio tests for a class of continuous parameter stochastic processes
• Embedding submartingales in wiener processes with drift, with applications to sequential analysis
• On Wald's equations in continuous time
• On Excess Over the Boundary
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