Performance and Robustness Analysis of Sequential Hypotheses Testing for Time Series with Trend
DOI:
https://doi.org/10.17713/ajs.v46i3-4.668Abstract
The problem of sequential testing of simple hypotheses for time series with a trend is considered. Analytic expressions and asymptotic expansions for error probabilities and expected numbers of observations are obtained. Robustness analysis is performed. Numerical results are given.References
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