Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case

DOI10.1023/A:1009952514505zbMath0943.62080OpenAlexW1552680785MaRDI QIDQ1969415

Alexander G. Tartakovsky

Publication date: 7 June 2000

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009952514505

zbMATH Keywords

asymptotics optimalitycorrelated and non-homogeneous processesinvariant sequential testsmoments of stopping timesmulti-sample slippage problemmultihypothesis sequential testsone-sided SPRTr-quick convergence

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

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