Asymptotic Optimality of Certain Multihypothesis Sequential Tests: Non‐i.i.d. Case

Alexander Tartakovsky

Statistical Inference for Stochastic Processes, 1998, vol. 1, issue 3, 265-295

Keywords: Multihypothesis sequential tests; one‐sided SPRT; invariant sequential tests; asymptotic optimality; r‐quick convergence; correlated and non‐homogeneous processes; moments of a stopping time; multi‐sample slippage problem. (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1009952514505

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