Sequential testing of simple hypotheses about compound Poisson processes

DOI10.1016/j.spa.2006.05.004zbMath1103.62073OpenAlexW2086592225MaRDI QIDQ860706

Savas Dayanik, Semih Onur Sezer

Publication date: 9 January 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.05.004

zbMATH Keywords

variational inequalitiessmoothnesscompound Poisson processessequential hypothesis testing

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)

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