Optimal sampling of independent increment processes
作者:
C. M. Newman,
B. W. Stuck,
期刊:
Stochastics
(Taylor Available online 1979)
卷期:
Volume 2,
issue 1-4
页码: 213-225
ISSN:0090-9491
年代: 1979
DOI:10.1080/17442507908833128
出版商: Gordon and Breach Science Publishers, Inc
数据来源: Taylor
摘要:
A sample function drawn from a large class of independent increment processes with one of two sets of parameters is observed at evenly spaced time instants. The error probabilities associated with a standard hypothesis testing problem are studied as a function of the time interval between observations, holding the total number of observations fixed. A partial solution is obtained to the problem of choosing the optimal sampling rate.
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