Minimax sequential tests for stationary ornstein-Uhlenbeck processes

DOI10.1080/07474949108836233zbMath0754.62061OpenAlexW2008981836MaRDI QIDQ3988006

Markus Roters

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1080/07474949108836233

zbMATH Keywords

Bayes testlinear costssequential probability ratio testsminimax sequential testsstationary Ornstein-Uhlenbeck processcontinuous, increasing losssymmetric Wald SPRT

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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