scientific article; zbMATH DE number 3662421

MaRDI QIDQ3860690zbMATH OpenFDO

Authors Wolfgang Winkler, Jürgen Franz

Publication date 1979

zbMATH Keywords

efficiencyexponential class of processes with independent incrementsgeneralization of Cramer-Rao inequalitystopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12) Non-Markovian processes: estimation (62M09)

Cited in

(5)

• On efficient stopping times
• Maximum likelihood estimation for birth and multidimensional Brownian process
• Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments
• Exponential families of stochastic processes and Lévy processes
• Efficient sequential estimation in multiplicative counting processes

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