Sequential testing problems for Poisson processes

Annals of Statistics

Volumn 28, Issue 3, 2000, Pages 837-859

  Peskir, G ^a,b   Shiryaev, A N ^c  

^a AARHUS UNIVERSITY   (Denmark)

^b UNIVERSITY OF ZAGREB   (Croatia)

^c STEKLOV MATHEMATICAL INSTITUTE   (Russian Federation)

Author keywords

Bayes decision rule; Free boundary differential difference Stephan problem; Optimal stopping; Point (counting) (Cox) process; Poisson process; Principles of continuous and smooth fit; Sequential testing; SPRT (sequential probability ratio test)

Indexed keywords

EID: 0034359462     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1015952000     Document Type: Article

References (18)

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