Three approaches to sequential analysis and one to hidden Markov processes

DOI10.1016/J.JSPI.2003.09.041zbMath1085.62095OpenAlexW1971166163MaRDI QIDQ1763433

Peter Whittle

Publication date: 22 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.041

zbMATH Keywords

Sequential analysisHidden Markov processes

Mathematics Subject Classification ID

Dynamic programming (90C39) Inference from stochastic processes (62M99) Sequential statistical analysis (62L10)

Cites Work

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• Second order efficiency in the sequential design of experiments
• A control problem arising in the sequential design of experiments
• Sequential Design of Experiments
• Some general results in sequential analysis
• On the optimal filtering of diffusion processes
• Filtering and detection for doubly stochastic Poisson processes
• Smoothing for doubly stochastic Poisson processes

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