Locally Most Powerful Sequentially Planned Tests in Continuous Time

DOI10.1080/07474940600934813zbMath1104.62091OpenAlexW2048283700MaRDI QIDQ3423602

Markus Roters

Publication date: 14 February 2007

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940600934813

zbMATH Keywords

heat equationBellman equationoptimal stoppingstochastic processstationary incrementscontrol variableindependent incrementsone-sided testhomogeneous Markov casesequentially planned probability ratio test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (1)

Sequential Plans and Risk Evaluation

Cites Work

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