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The optimum sequential test of a finite number of hypotheses for statistically dependent observations
Kybernetika, Tome 16 (1980) no. 1, pp. 36-47 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 62C10, 62F15, 62L10, 62L99, 62M07 
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Cochlar, Jiří. The optimum sequential test of a finite number of hypotheses for statistically dependent observations. Kybernetika, Tome 16 (1980) no. 1, pp. 36-47. http://geodesic.mathdoc.fr/item/KYB_1980_16_1_a2/

[1] J. Cochlar I. Vrana: On the Optimum Sequential Test of Two Hypotheses for Statistically Dependent Observations. Kybernetika 14 (1978), 1, 57-69. | MR

[2] J. Cochlar: Optimum Stopping Rules on the Sequence of Statistically Dependent Vectors. Kybernetika 16, (1980), 1, 13 - 35. | MR | Zbl

[3] Y. S. Chow H. Robbins: On Optimal Stopping Rules. Zeitschr. f. Wahrscheinlichkeitstheorie u. verw. Geb. 2 (1963/64), 1, 33-49. | MR

[4] R. T. Rockafellar: Convex Analysis. Princeton University Press, Princeton 1970. | MR | Zbl