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On the optimum sequential test of two hypotheses for statistically dependent observations
Kybernetika, Tome 14 (1978) no. 1, pp. 57-69 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 62C10, 62L10, 62L99 
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}
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Cochlar, Jiří; Vrana, Ivan. On the optimum sequential test of two hypotheses for statistically dependent observations. Kybernetika, Tome 14 (1978) no. 1, pp. 57-69. http://geodesic.mathdoc.fr/item/KYB_1978_14_1_a5/

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[2] Y. S. Chow H. Robbins: On optimal stopping rules. Zeitsch. für Wahrscheinlichkeitstheorie u. verw. Geb. 2 (1963/64), 1, 33-49. | MR

[3] J. Cochlar: Formulace problému sekvenční detekce radiolokačních cílů v korelovaném šumu. Res. rep. III-1-4/4, 1976, ČVUT - FEL Praha.

[4] J. Neveu: Bases mathématiques du calcul des probabilités. Masson et Cie, Paris 1964. | MR | Zbl

[5] M. H. DeGroot: Optimal statistical decisions. McGraw-Hill, New York 1970. | MR | Zbl

[6] J. Schmidtmayer: Maticový počet a jeho použití v elektrotechnice. SNTL, Praha 1954.