Geodesic
Bayesian problems of sequential discrimination between hypotheses for continuous random processes
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 55 (2000) no. 1, pp. 173-175 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{RM_2000_55_1_a7,
     author = {P. V. Gapeev},
     title = {Bayesian problems of sequential discrimination between hypotheses for continuous random processes},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {173--175},
     year = {2000},
     volume = {55},
     number = {1},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2000_55_1_a7/}
}
TY  - JOUR
AU  - P. V. Gapeev
TI  - Bayesian problems of sequential discrimination between hypotheses for continuous random processes
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2000
SP  - 173
EP  - 175
VL  - 55
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/RM_2000_55_1_a7/
LA  - en
ID  - RM_2000_55_1_a7
ER  - 
%0 Journal Article
%A P. V. Gapeev
%T Bayesian problems of sequential discrimination between hypotheses for continuous random processes
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2000
%P 173-175
%V 55
%N 1
%U http://geodesic.mathdoc.fr/item/RM_2000_55_1_a7/
%G en
%F RM_2000_55_1_a7
P. V. Gapeev. Bayesian problems of sequential discrimination between hypotheses for continuous random processes. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 55 (2000) no. 1, pp. 173-175. http://geodesic.mathdoc.fr/item/RM_2000_55_1_a7/

[1] Shiryaev A. N., Statisticheskii posledovatelnyi analiz, Nauka, M., 1976 | MR | Zbl

[2] Liptser R. Sh., Shiryaev A. N., Statistika sluchainykh protsessov, Nauka, M., 1974 | MR | Zbl

[3] Koell C., Sequential Anal., 13:3 (1994), 221–236 | DOI | MR | Zbl

[4] Galtchouk L. I., “Optimality of the Wald SPRT for processes with continuous time parameter”, Annals of Statistics, Submitted