Maximum likelihood estimate following sequential probability ratio tests

DOI10.1080/07474940008836440MaRDI QIDQ4500807zbMATH OpenOpenAlexFDO

Authors Aiyi Liu

Publication date 7 December 2000

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940008836440

zbMATH Keywords

asymptotic efficiencybiasinverse Gaussian distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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• On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test
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Cites work

• scientific article; zbMATH DE number 53270 (Why is no real title available?)
• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• On Large-Sample Estimation and Testing in Parametric Models
• On the bias of maximum likelihood estimation following a sequential test
• On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test
• The distribution of brownian motion on linear stopping boundaries

Cited in

(3)

• Stepwise Likelihood Ratio Statistics in Sequential Studies
• The weighted sequential likelihood ratio
• On the bias of maximum likelihood estimation following a sequential test

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