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Sequential Analysis
Design Methods and Applications
Volume 12, 1993 - Issue 3-4
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Original Articles

Some remarks on minimax sequential tests for stationary ornstein–uhilenbeck processes

Pages 261-269 | Received 01 Nov 1992, Published online: 29 Mar 2007

References

  • Doob , L.J. Stochastic Processes
  • Roters , M. 1991 . Minimax sequential tests for stationary Ornstein-Uhlenbeck Processes . Sequential Anal , 10 ( 3&4 ) : 161 – 180 .
  • Schmitz N. Sequentielle Minimax Tests bei Wiener Prozessen Math. Operationsforsch u. Statistik, 1 1970
  • Schmitz , N. 1982 . “ Minimax sequential tests for the drift of a Wiener process ” . In Mathematische Systeme in der Ökonomie , Edited by: Beckmann , M. , Eichhorn , W. and Krelle , W. 465 – 477 . Königstein : Athenäum .
  • Schmitz , N. 1987 . “ Minimax sequential tests of composite hypotheses on the drift of a Wiener process ” . In statist , Vol. 28 , 247 – 261 . Hefte .

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