On the rates of convergence in limit theorems for one-sided stopping rules
From MaRDI portal
Publication:4164115
DOI10.1080/03461238.1978.10432024zbMath0383.60045MaRDI QIDQ4164115
No author found.
Publication date: 1978
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1978.10432024
60G40: Stopping times; optimal stopping problems; gambling theory
Cites Work
- Martingale Transforms
- ITERATED LOGARITHM INEQUALITIES
- Some One-Sided Stopping Rules
- Statistical Methods Related to the Law of the Iterated Logarithm
- Estimates of the Rates of Convergence in Limit Theorems for the First Passage Times of Random Walks
- Boundary Crossing Probabilities for the Wiener Process and Sample Sums