Adaptive decision making for stochastic processes

DOI10.1016/0378-3758(93)00087-XzbMath0829.62095MaRDI QIDQ1895363

Igor Vajda, Andrew. L. Rukhin

Publication date: 10 September 1995

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

zbMATH Keywords

likelihood ratiosnuisance parameteradaptationmultiple hypothesis testingGaussian random fieldserror probabilitiesdependent observationsadaptive decision procedurediffusion random processes

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Inference from stochastic processes (62M99) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

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Cites Work

• Distances and discrimination rates for stochastic processes
• Adaptive tests for stochastic processes in the ergodic case
• Adaptive tests in statistical problems with finite nuisance parameter
• A theorem about probabilities of large deviations with an application to queuing theory
• Adaptive Classification Procedures
• Bounds for the Power of Likelihood Ratio Tests and Their Asymptotic Properties
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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