Sequential testing problems for Poisson processes.
type: Item
instance of: scholarly article
title: Sequential testing problems for Poisson processes.
zbMATH Open document ID: 1081.62546
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1015952000
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 62M02
zbMATH DE Number: 1828964
zbMATH Keywords: Sequential testing
zbMATH Keywords: Bayes decision rule
zbMATH Keywords: Poisson process
zbMATH Keywords: SPRT (sequential probability ratio test)
zbMATH Keywords: optimal stopping
zbMATH Keywords: free-boundary differential-difference Stephan problem
zbMATH Keywords: principles of continuous and smooth fit
zbMATH Keywords: point (counting)(Cox) process
zbMATH Keywords: measure of jumps and its compensator
zbMATH Keywords: Itô's formula
author: Goran Peskir
author: Albert N. Shiryaev
MaRDI profile type: Publication
OpenAlex ID: W2115932243
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DOI: 10.1214/AOS/1015952000
description: scientific article; zbMATH DE number 1828964