A note on the buyer's problem

DOI10.1214/AOS/1176350510MaRDI QIDQ1108723zbMATH OpenOpenAlexFDO

Authors Ashim K. Mallik

Publication date 1987

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176350510

zbMATH Keywords

Wiener processasymptotic expansionssequential testingbuyer's problemsign of the drift parameter

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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Cited in

(2)

• The clever shopper problem
• Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem

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