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zbMath0647.62079MaRDI QIDQ3792101

Norbert Schmitz

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener process composite hypotheses SPRT sequential probability ratio test linear cost functions minimax sequential test unknown drift parameter

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

Related Items (1)

Minimax optimal sequential hypothesis tests for Markov processes

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