Geodesic
Sequential joint detection and estimation
Teoriâ veroâtnostej i ee primeneniâ, Tome 59 (2014) no. 3, pp. 562-578 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{TVP_2014_59_3_a6,
     author = {Y. Yilmaz and G. Moustakides and X. Wang},
     title = {Sequential joint detection and estimation},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {562--578},
     year = {2014},
     volume = {59},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2014_59_3_a6/}
}
TY  - JOUR
AU  - Y. Yilmaz
AU  - G. Moustakides
AU  - X. Wang
TI  - Sequential joint detection and estimation
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2014
SP  - 562
EP  - 578
VL  - 59
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_2014_59_3_a6/
LA  - en
ID  - TVP_2014_59_3_a6
ER  - 
%0 Journal Article
%A Y. Yilmaz
%A G. Moustakides
%A X. Wang
%T Sequential joint detection and estimation
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2014
%P 562-578
%V 59
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_2014_59_3_a6/
%G en
%F TVP_2014_59_3_a6
Y. Yilmaz; G. Moustakides; X. Wang. Sequential joint detection and estimation. Teoriâ veroâtnostej i ee primeneniâ, Tome 59 (2014) no. 3, pp. 562-578. http://geodesic.mathdoc.fr/item/TVP_2014_59_3_a6/

[1] Armitage P., “Sequential analysis with more than two alternative hypotheses, and its relation to discriminant function analysis”, Roy. Statist. Soc. Ser. B, 12:1 (1950), 137–144 | MR | Zbl

[2] Çetin U., Novikov A., Shiryaev A. N., “Bayesian sequential estimation of a drift of fractional Brownian motion”, Sequential Anal., 32:3 (2013), 288–296 | DOI | MR

[3] Dragalin V. P., Tartakovsky A. G., Veeravalli V. V., “Multihypothesis sequential probability ratio tests. I: Asymptotic optimality”, IEEE Trans. Inform. Theory, 45:7 (1999), 2448–2461 | DOI | MR | Zbl

[4] Fellouris G., “Asymptotically optimal parameter estimation under communication constraints”, Ann. Statist., 40:4 (2012), 2239–2265 | DOI | MR | Zbl

[5] Fredriksen A., Middleton D., Vandelinde D., “Simultaneous signal detection and estimation under multiple hypotheses”, IEEE Trans. Inform. Theory, 18:5 (1972), 607–614 | DOI | MR | Zbl

[6] Ghosh B. K., “On the attainment of the Cramér–Rao bound in the sequential case”, Sequential Anal., 6:3 (1987), 267–288 | DOI | MR | Zbl

[7] Ghosh B. K., Sen P. K. (eds.), Handbook of Sequential Analysis, Dekker, New York, 1991, 637 pp. | MR | Zbl

[8] Grambsch P., “Sequential sampling based on the observed Fisher information to guarantee the accuracy of the maximum likelihood estimator”, Ann. Statist., 11:1 (1983), 68–77 | DOI | MR | Zbl

[9] Lerche H. R., “An optimal property of the repeated significance test”, Proc. Natl. Acad. Sci. USA, 83 (1986), 1546–1548 | DOI | MR | Zbl

[10] Lorden G., “Nearly-optimal sequential tests for finitely many parameter values”, Ann. Statist., 5 (1977), 1–21 | DOI | MR | Zbl

[11] Middleton D., Esposito R., “Simultaneous optimum detection and estimation of signals in noise”, IEEE Trans. Inform. Theory, 14:3 (1968), 434–444 | DOI | Zbl

[12] Moustakides G. V., “Optimum joint detection and estimation”, Proceedings of the IEEE International Symposium on Information Theory (Saint Petersburg, Russia, 2011), 2915–2919

[13] Moustakides G. V., Jajamovich G. H, Tajer A., Wang X., “Joint detection and estimation: optimum tests and applications”, IEEE Trans. Inform. Theory, 58:7 (2012), 4215–4229 | DOI | MR

[14] Pavlov I. V., “Posledovatelnaya protsedura proverki slozhnykh gipotez s primeneniyami k zadache Kifera–Vaissa”, Teoriya veroyatn. i ee primen., 35:2 (1990), 293–304 | MR | Zbl

[15] Poor H. V., An Introduction to Signal Detection and Estimation, Springer-Verlag, New York, 1994, 398 pp. | MR

[16] Proakis J. G., Salehi M., Digital Communications, McGraw-Hill, New York, 2008, 1024 pp.

[17] Tartakovsky A. G., “Asymptotic optimality of certain multihypothesis sequential tests: non-i.i.d. case”, Statist. Inference Stoch. Process., 1:3 (1998), 265–295 | DOI | MR | Zbl

[18] Wald A., Wolfowitz J., “Optimum character of the sequential probability ratio test”, Ann. Math. Statist., 19:3 (1948), 326–339 | DOI | MR | Zbl