Hans Rudolf Lerche

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
scientific article; zbMATH DE number 6791302 (Why is no real title available?)2017-10-13Paper
Blackwell prediction for categorical data
(available as arXiv preprint)
2015-09-11Paper
Boundary crossing distributions of random walks related to the law of the iterated logarithm
Statistica Sinica
2013-11-25Paper
A harmonic function approach to Nash-equilibria of Kifer-type stopping games
Statistics & Risk Modeling
2013-07-25Paper
Discussion on ``Change-points: from sequential detection to biology and back'' by David Siegmund
Sequential Analysis
2013-04-22Paper
On the structure of discounted optimal stopping problems for one-dimensional diffusions
Stochastics
2012-01-03Paper
On minimax duality in optimal stopping
Sequential Analysis
2010-10-01Paper
scientific article; zbMATH DE number 5509571 (Why is no real title available?)2009-02-19Paper
scientific article; zbMATH DE number 5280097 (Why is no real title available?)2008-05-28Paper
Optimal stopping via measure transformation: the Beibel–Lerche approach
Stochastics
2007-03-30Paper
Optimal Stopping of Regular Diffusions under Random Discounting
Theory of Probability & Its Applications
2002-04-25Paper
scientific article; zbMATH DE number 1057570 (Why is no real title available?)1998-09-08Paper
A nonlinear parking problem
Sequential Analysis
1996-10-29Paper
A refined large deviation principle for Brownian motion and its application to boundary crossing
Stochastic Processes and their Applications
1995-05-30Paper
Approximate exit probabilities for a Brownian bridge on a short time interval, and applications
Advances in Applied Probability
1989-01-01Paper
scientific article; zbMATH DE number 4098556 (Why is no real title available?)1987-01-01Paper
Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
Lecture Notes in Statistics
1986-01-01Paper
The shape of Bayes tests of power one
The Annals of Statistics
1986-01-01Paper
An optimal property of the repeated significance test
Proceedings of the National Academy of Sciences
1986-01-01Paper
scientific article; zbMATH DE number 4111846 (Why is no real title available?)1986-01-01Paper
Asymptotic densities of stopping times associated with tests of power one
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1982-01-01Paper
Fluctuations of posterior distributions of quadratically differentiable experiments
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1982-01-01Paper
First exit densities of Brownian motion through one-sided moving boundaries
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1981-01-01Paper
scientific article; zbMATH DE number 3740538 (Why is no real title available?)1981-01-01Paper


Research outcomes over time


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