On Comparison of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes

DOI10.1111/1467-9469.00107zbMATH Open0913.60036OpenAlexW2148618025MaRDI QIDQ4231306FDOQ4231306

Authors: Michael Sørensen 

Publication date: 14 March 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00107

Recommendations

• On stopping times and stochastic monotonicity
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• Optimum statistical inference from randomly stopped random processes
• scientific article

zbMATH Keywords

Edgeworth expansionstopping timecounting processesFisher informationdiffusion-type processeslikelihood theorysequential proceduresexponential families of stochastic processesLévy processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cited In (8)

• Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• On stopping times and stochastic monotonicity
• A stochastic process arising in sequential experimentation
• Title not available (Why is that?)
• Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables
• Distributions of stopping times in some sequential estimation procedures
• Optimum statistical inference from randomly stopped random processes

This page was built for publication: On Comparison of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4231306)