Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem (Q3988375)

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Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem
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    Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem (English)
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    28 June 1992
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    sequential test
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    truncated test
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    heat-equation
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    sign of the drift of a Brownian motion
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    parabolic boundary
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    repeated significance tests
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    optimal stopping boundary
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    inner bounds
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    asymptotic expansions
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