We prove the existence of an optimal sequential-test procedure for a simple null hypothesis that the observed process is a noise modeled by a fractional Brownian motion against the simple alternate hypothesis that the observed process is the sum of an unobserved signal and the noise
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
In this thesis, optimality results are presented for Bayesian problems of sequential hypothesis test...
We investigate the asymptotic properties of the sequential maximum likelihood estimator of the drift...
We consider the sequential testing of two simple hypotheses for the drift of a Brownian motion when ...
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...
ABSTRACT: We analyze the Bayesian formulation of the sequential testing of two simple hypotheses for...
We study a classical Bayesian statistics problem of sequentially testing the sign of the drift of an...
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 hypotheses about the Lévy-Khintchi...
In this paper, we consider the problem of sequentially testing simple hypotheses con-cerning the dri...
We study hypothesis testing problem for the drift/viscosity coefficient for stochastic fractional he...
summary:This work deals with a general problem of testing multiple hypotheses about the distribution...
We investigate the asymptotic properties of the sequential maximum likelihhod estimator of the drift...
We study the Bayesian problem of sequential testing of two simple hy-potheses about the local drift ...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
In this thesis, optimality results are presented for Bayesian problems of sequential hypothesis test...
We investigate the asymptotic properties of the sequential maximum likelihood estimator of the drift...
We consider the sequential testing of two simple hypotheses for the drift of a Brownian motion when ...
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...
ABSTRACT: We analyze the Bayesian formulation of the sequential testing of two simple hypotheses for...
We study a classical Bayesian statistics problem of sequentially testing the sign of the drift of an...
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 hypotheses about the Lévy-Khintchi...
In this paper, we consider the problem of sequentially testing simple hypotheses con-cerning the dri...
We study hypothesis testing problem for the drift/viscosity coefficient for stochastic fractional he...
summary:This work deals with a general problem of testing multiple hypotheses about the distribution...
We investigate the asymptotic properties of the sequential maximum likelihhod estimator of the drift...
We study the Bayesian problem of sequential testing of two simple hy-potheses about the local drift ...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
In this thesis, optimality results are presented for Bayesian problems of sequential hypothesis test...
We investigate the asymptotic properties of the sequential maximum likelihood estimator of the drift...
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