Sequential testing of a Wiener process with costly observations
نویسندگان
چکیده
منابع مشابه
On the Wiener Process Approximation to Bayesian Sequential Testing Problems
In 1959 Chernoff [7] initiated the study of the asymptotic theory of sequential Bayes tests as the cost of observation tends to zero. He dealt with the case of a finite parameter space. The definitive generalization of the line of attack initiated in that paper was given by Kiefer and Sacks in [13]. Their work as well as that of Chernoff, the intervening papers of Albert [1], Bessler [3], and S...
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ژورنال
عنوان ژورنال: Sequential Analysis
سال: 2018
ISSN: 0747-4946,1532-4176
DOI: 10.1080/07474946.2018.1427973