TAIL PROBABILITY OF THE SEQUENTIAL MAXIMUM LIKELIHOOD ESTIMATOR FOR THE EXPONENTIAL CLASS (Q4715717)
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scientific article; zbMATH DE number 946825
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| English | TAIL PROBABILITY OF THE SEQUENTIAL MAXIMUM LIKELIHOOD ESTIMATOR FOR THE EXPONENTIAL CLASS |
scientific article; zbMATH DE number 946825 |
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TAIL PROBABILITY OF THE SEQUENTIAL MAXIMUM LIKELIHOOD ESTIMATOR FOR THE EXPONENTIAL CLASS (English)
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23 March 1997
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asymptotic behavior of tail probability
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sequential maximum likelihood estimator
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exponential class
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Wiener process
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Bernoulli process
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Poisson process
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gamma process
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Gaussian autoregressive process
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stopping time
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stopping boundary
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0.8122680187225342
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0.7636293172836304
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