Add to ORKGAbstract. One of two simple hypotheses is correct about the unknown arrival rate and jump distribution of a compound Poisson process. We start observing the process, and the problem is to decide on the correct hypothesis as soon as possible and with the smallest probability of wrong decision. We find a Bayes-optimal sequential decision rule and describe completely how to calculate its parameters without any restrictions on the arrival rate and the jump distribution. 1
We study the Bayesian problem of sequential testing of two simple hypotheses about the local drift o...
We study the Bayesian problem of sequential testing of two simple hy-potheses about the local drift ...
We study the Bayesian problem of sequential testing of two simple hypotheses about the Lévy-Khintchi...
AbstractOne of two simple hypotheses for the unknown arrival rate and jump distribution of a compoun...
Cataloged from PDF version of article.We consider the problem of testing two simple hypotheses about...
We present the sequential testing of two simple hypotheses for a large class of Lévy processes. As u...
We present the sequential testing of two simple hypotheses for a large class of Lévy processes. As u...
In this thesis, optimality results are presented for Bayesian problems of sequential hypothesis test...
In this thesis, optimality results are presented for Bayesian problems of sequential hypothesis test...
Suppose that local characteristics of several independent compound Poisson and Wiener processes chan...
summary:In this article, a general problem of sequential statistical inference for general discrete-...
The Wald's sequential probability ratio test (SPRT) of two simple hypotheses regarding the Lévy-Khin...
In this article, a general problem of sequential statistical inference for general discrete-time sto...
We study the Bayesian problem of sequential testing of two simple hypotheses about the drift rate of...
summary:This work deals with a general problem of testing multiple hypotheses about the distribution...
We study the Bayesian problem of sequential testing of two simple hypotheses about the local drift o...
We study the Bayesian problem of sequential testing of two simple hy-potheses about the local drift ...
We study the Bayesian problem of sequential testing of two simple hypotheses about the Lévy-Khintchi...
AbstractOne of two simple hypotheses for the unknown arrival rate and jump distribution of a compoun...
Cataloged from PDF version of article.We consider the problem of testing two simple hypotheses about...
We present the sequential testing of two simple hypotheses for a large class of Lévy processes. As u...
We present the sequential testing of two simple hypotheses for a large class of Lévy processes. As u...
In this thesis, optimality results are presented for Bayesian problems of sequential hypothesis test...
In this thesis, optimality results are presented for Bayesian problems of sequential hypothesis test...
Suppose that local characteristics of several independent compound Poisson and Wiener processes chan...
summary:In this article, a general problem of sequential statistical inference for general discrete-...
The Wald's sequential probability ratio test (SPRT) of two simple hypotheses regarding the Lévy-Khin...
In this article, a general problem of sequential statistical inference for general discrete-time sto...
We study the Bayesian problem of sequential testing of two simple hypotheses about the drift rate of...
summary:This work deals with a general problem of testing multiple hypotheses about the distribution...
We study the Bayesian problem of sequential testing of two simple hypotheses about the local drift o...
We study the Bayesian problem of sequential testing of two simple hy-potheses about the local drift ...
We study the Bayesian problem of sequential testing of two simple hypotheses about the Lévy-Khintchi...