Adaptive decision making for stochastic processes
type: Item
instance of: scholarly article
title: Adaptive decision making for stochastic processes
zbMATH Open document ID: 0829.62095
DOI: 10.1016/0378-3758(93)00087-X
author: Igor Vajda
author: Andrew L. Rukhin
published in: Journal of Statistical Planning and Inference
publication date: 1995-09-10T00:00:00Z
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 786246
zbMATH Keywords: adaptation
zbMATH Keywords: error probabilities
zbMATH Keywords: likelihood ratios
zbMATH Keywords: multiple hypothesis testing
zbMATH Keywords: nuisance parameter
zbMATH Keywords: adaptive decision procedure
zbMATH Keywords: dependent observations
zbMATH Keywords: diffusion random processes
zbMATH Keywords: Gaussian random fields
MaRDI profile type: Publication
cites work: Q5671986
cites work: A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
cites work: Q3965338
cites work: Q3681702
cites work: Q3814598
cites work: Bounds for the Power of Likelihood Ratio Tests and Their Asymptotic Properties
cites work: Q4049915
cites work: Q3803964
cites work: Adaptive tests for stochastic processes in the ergodic case
cites work: Q3485769
cites work: A theorem about probabilities of large deviations with an application to queuing theory
cites work: Q5600593
cites work: Adaptive Classification Procedures
cites work: Adaptive tests in statistical problems with finite nuisance parameter
cites work: Q3834874
cites work: Distances and discrimination rates for stochastic processes
description: scientific article; zbMATH DE number 786246