First exit times for ordinary and compound Poisson processes with nonlinear boundaries (Q2462649)
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scientific article; zbMATH DE number 5217112
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| English | First exit times for ordinary and compound Poisson processes with nonlinear boundaries |
scientific article; zbMATH DE number 5217112 |
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First exit times for ordinary and compound Poisson processes with nonlinear boundaries (English)
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3 December 2007
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stopping times
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sequential estimation
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nonlinear boundaries
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compound Poisson processes
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0.8929119110107422
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0.8531500697135925
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0.8425807356834412
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0.8416375517845154
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