Optimal sampling of independent increment processes

DOI10.1080/17442507908833128zbMath0415.62064OpenAlexW2082620038MaRDI QIDQ3051271

B. W. Stuck, Charles M. Newman

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833128

zbMATH Keywords

optimal samplingindependent increment processesdiscriminating continuous-time real valued stochastic processesknown parameters

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

Small-time limit theorems for stationary independent increment processes

Cites Work

• Transformations of Wiener integrals under translations
• Distinguishing a Sequence of Random Variables from a Translate of Itself
• Radon-Nikodym Derivatives of Gaussian Measures
• On the best finite set of linear observables for discriminating two Gaussian signals
• The inner product of path space measures corresponding to random processes with independent increments
• Lower bounds to error probability for coding on discrete memoryless channels. I
• The behavior of measure and measurability under change of scale in Wiener space
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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