Problems in sequential decision between hypotheses for a combined Poisson process with exponential jumps

DOI10.1070/RM2002v057n06ABEH000577zbMath1218.62080OpenAlexW2021330319MaRDI QIDQ4816633

Pavel V. Gapeev

Publication date: 10 September 2004

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm2002v057n06abeh000577

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

Related Items (3)

Sequential testing of simple hypotheses about compound Poisson processes ⋮ Multisource Bayesian sequential binary hypothesis testing problem ⋮ Some remarks on first passage of Lévy processes, the American put and pasting principles

This page was built for publication: Problems in sequential decision between hypotheses for a combined Poisson process with exponential jumps