Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments
type: Item
instance of: scholarly article
title: Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments
zbMATH Open document ID: 0746.62080
DOI: 10.1007/BF02613998
published in: Metrika
publication date: 1992-09-27T00:00:00Z
full work available at URL: https://eudml.org/doc/176413
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62L15
zbMATH DE Number: 64555
zbMATH Keywords: locally most powerful sequential tests
zbMATH Keywords: exponential processes
zbMATH Keywords: sequential probability ratio test
zbMATH Keywords: paired conjugate simple hypotheses
zbMATH Keywords: stationary and independent increments
zbMATH Keywords: Wald SPRT
zbMATH Keywords: one-sided testing problem
author: M. Roters
MaRDI profile type: Publication
cites work: Locally most powerful sequential tests
cites work: Q4183968
cites work: Q5629088
cites work: Q4061759
cites work: On Wald's equations in continuous time
cites work: Q4200969
cites work: Locally best tests for Gaussian processes
cites work: Locally most powerful sequential tests for stochastic processes
cites work: Q3993543
cites work: Analytical Aspects of Exponential Families of Distribution Functions
cites work: An Analytical Treatment of Exponential Families of Stochastic Processes with Independent Stationary Increments
cites work: Q3747485
cites work: Q3813091
cites work: Q3860690
cites work: Sequential statistical procedures for processes of the exponential class with independent increments
description: scientific article; zbMATH DE number 64555