Sequential variational testing hypotheses on the Wiener process under delayed observations
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Publication:1567087
DOI10.1023/A:1009978810823zbMath0984.62055OpenAlexW180007432MaRDI QIDQ1567087
Leonid I. Galtchouk, Photis P. Nobelis
Publication date: 13 May 2002
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009978810823
Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)
Related Items (5)
Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes ⋮ On the problems of sequential statistical inference for Wiener processes with delayed observations ⋮ Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift ⋮ Sequential testing of hypotheses about drift for Gaussian diffusions ⋮ Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift
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