Sequential Testing for Several Signals in Gaussian White Noise

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Previous article Next article Sequential Testing for Several Signals in Gaussian White NoiseG. K. Golubev and R. Z. Khas’minskiiG. K. Golubev and R. Z. Khas’minskiihttps://doi.org/10.1137/1128052PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Abraham Wald, Sequential Analysis, John Wiley & Sons Inc., New York, 1947xii+212 8,593h 0029.15805 Google Scholar[2] A. N. Shiryaev, Statistical Sequential Analysis, Nauka, Moscow, 1976, corrected and supplemented, (In Russian.) 0463.62068 Google Scholar[3] R. Sh. Liptser and , A. N. Shiryaev, Statistics of Random Processes II: Applications, Applications of Mathematics, Vol. 6, Springer-Verlag, New York, 1978 CrossrefGoogle Scholar[4] H. Chernoff, Sequential Analysis and Optimal Design, CBMS-NSF Regional Conference Series in Applied Mathematics 8, Society for Industrial & Applied Mathematics, Philadelphia, 1972 0265.62024 Google Scholar[5] Sh. Zacks, The theory of statistical inference, John Wiley & Sons Inc., New York, 1971xiii+609, Series in Probability and Mathematical Statistics 54:8934a Google Scholar[6] H. Chernoff, Sequential design of experiments, Ann. Math. Statist., 30 (1959), 755–770 21:7586 0092.36103 CrossrefGoogle Scholar[7] J. Kiefer and , J. Sacks, Asymptotically optimum sequential inference and design, Ann. Math. Statist., 34 (1963), 705–750 27:893 0255.62063 CrossrefGoogle Scholar[8] E. L. Lehmann, Testing statistical hypotheses, John Wiley & Sons Inc., New York, 1959xiii+369 21:6654 0089.14102 Google Scholar[9] I. I. Gihman and , A. V. Skorohod, The Theory of Random Processes, Vol. 1, Grundlehren der Mathematischen Wissenschaften, Vol. 219, Springer-Verlag, New York, 1981 Google Scholar[10] A. A. Novikov, On stopping times for a Wiener process, Theory Prob. Appl., 16 (1971), 449–456 LinkGoogle Scholar[11] Yu. V. Prokhorov and , J. A. Rozanov, Probability theory: Basic concepts, limit theorems, random processes., Translated from the Russian by K. Krickeberg and H. Urmitzer. Die Grundlehren der mathematischen Wissenschaften, Band 157, Springer-Verlag, New York, 1969xi+401 40:4981 0186.49701 CrossrefGoogle Scholar[12] J. M. Wozencraft and , I. M. Jacobs, Principles of Communication Engineering, Wiley, New York, 1965 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size DetectionApplied Mathematical Finance, Vol. 27, No. 5 | 11 January 2021 Cross Ref Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testingAnnals of Finance, Vol. 16, No. 1 | 22 November 2019 Cross Ref A Sequential Framework for Composite Hypothesis TestingIEEE Transactions on Signal Processing, Vol. 66, No. 20 | 15 Oct 2018 Cross Ref Random-coding error exponent of variable-length codes with a single-bit noiseless feedback2017 IEEE Information Theory Workshop (ITW) | 1 Nov 2017 Cross Ref Sequential decision making in two-dimensional hypothesis testing52nd IEEE Conference on Decision and Control | 1 Dec 2013 Cross Ref Optimal Sequential Tests for Testing Two Composite and Multiple Simple HypothesesSequential Analysis, Vol. 30, No. 4 | 1 Oct 2011 Cross Ref Minimax Sequential Tests for Many Composite Hypotheses. IIB. E. Brodsky and B. S. DarkhovskyTheory of Probability & Its Applications, Vol. 53, No. 1 | 27 February 2009AbstractPDF (177 KB)Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection ProblemsSequential Analysis, Vol. 27, No. 2 | 13 May 2008 Cross Ref Minimax Sequential Tests for Many Composite Hypotheses. IB. E. Brodsky and B. S. DarkhovskyTheory of Probability & Its Applications, Vol. 52, No. 4 | 19 November 2008AbstractPDF (193 KB)The dynamics of choice among multiple alternativesJournal of Mathematical Psychology, Vol. 50, No. 1 | 1 Feb 2006 Cross Ref Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample sizeIEEE Transactions on Information Theory, Vol. 46, No. 4 | 1 Jul 2000 Cross Ref Multihypothesis sequential probability ratio tests .I. Asymptotic optimalityIEEE Transactions on Information Theory, Vol. 45, No. 7 | 1 Nov 1999 Cross Ref Asymptotically optimal sequential tests for nonhomogeneous processesSequential Analysis, Vol. 17, No. 1 | 1 Jan 1998 Cross Ref Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in Asymmetric CaseN. V. Verdenskaya and A. G. TartakovskiiTheory of Probability & Its Applications, Vol. 36, No. 3 | 17 July 2006AbstractPDF (1151 KB) Volume 28, Issue 3| 1984Theory of Probability & Its Applications History Submitted:06 May 1980Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1128052Article page range:pp. 573-584ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics