Abstract
In this survey paper sequential statistical procedures for the exponential class of processes with independent increments are considered. After the definition of the exponential class a characterization in terms of the LEVY-CHXNTCBXN.representation is given. Then, sequential estimation problems* and sequential testing of hypotheses with respect to the underlying parameter are studied. Finally, some possible extensions of the considered notions and methods to other classes of processes are indicated.
1Paper given at the 5th International Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Sellin (GDR), Mara/Apr 1981.
1Paper given at the 5th International Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Sellin (GDR), Mara/Apr 1981.
Notes
1Paper given at the 5th International Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Sellin (GDR), Mara/Apr 1981.