Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem (Q3988375)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem |
scientific article |
Statements
Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem (English)
0 references
28 June 1992
0 references
sequential test
0 references
truncated test
0 references
heat-equation
0 references
sign of the drift of a Brownian motion
0 references
parabolic boundary
0 references
repeated significance tests
0 references
optimal stopping boundary
0 references
inner bounds
0 references
asymptotic expansions
0 references