Optimality Of sequential prorability ratio tests for a class of continuous parameter stochastic processes

DOI10.1080/07474949108836230zbMath0749.62052OpenAlexW1999302449MaRDI QIDQ3988003

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Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1080/07474949108836230

zbMATH Keywords

curved exponential familiesincreasing processessequential probability ratio testcontinuous parameterDoob-Meyer decompositionsoptimality propertyWald's SPRTlogarithm of the probability ratio of two simple hypothesestesting a Yule-Fury process vs. a Poisson process

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)

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Randomised sequential probability ratio tests for stochastic processes

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