On a Problem of Sequential Hypothesis Testing

DOI10.1137/1128011zbMath0536.62063OpenAlexW2073234364MaRDI QIDQ3321275

Anatoliy I. Yashin

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128011

zbMATH Keywords

sufficient conditionsmean of Wiener processexistence of optimal rules

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (3)

Optimality of the CUSUM procedure in continuous time. ⋮ Bayesian sequential testing with expectation constraints ⋮ Sequential Testing of Two Hypotheses for a Stationary Ornstein--Uhlenbeck Process

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