Asymptotic Optimality of Certain Multihypothesis Sequential Tests: Non‐i.i.d. Case
| Year of publication: |
1998
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|---|---|
| Authors: | Tartakovsky, Alexander |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 1.1998, 3, p. 265-295
|
| Publisher: |
Springer |
| Subject: | Multihypothesis sequential tests | one‐sided SPRT | invariant sequential tests | asymptotic optimality | r‐quick convergence | correlated and non‐homogeneous processes | moments of a stopping time | multi‐sample slippage problem |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169111