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Sequential testing of two hypotheses for a stationary Ornstein-Uhlenbeck process. (English. Russian original) Zbl 1411.62244

Theory Probab. Appl. 63, No. 4, 580-593 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 713-729 (2018).
MSC:  62L10 60G10
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Maximum-entropy and Bayesian methods in science and engineering. Vol. I: Foundations. Vol II: Applications. (Proceedings of the 5th, 6th and 7th workshops held at the University of Wyoming, August 5-8, 1985, and at Seattle University, August 5-8, 1986, and August 4-7, 1987). (English) Zbl 0665.62006

Fundamental Theories of Physics, 31-32. Dordrecht etc.: Kluwer Academic Publishers. x, 316 p./Vol. I; ix, 436 p./Vol II, £98.00/set (1988).
Reviewer: K.Piasecki
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