Moments of a Stopping Rule Related to the Central Limit Theorem
From MaRDI portal
Publication:5613631
DOI10.1214/aoms/1177697499zbMath0212.21103OpenAlexW2083962986MaRDI QIDQ5613631
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697499
Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (9)
Moments of randomly stopped sums -- revisited ⋮ A note on second moment of a randomly stopped sum of independent variables ⋮ Generalized Wald equations in discrete time ⋮ Asymptotic expansions for central limit theorems for general linear stochastic processes. I: General theorems on rates of convergence ⋮ The convergence of moments in the martingale central limit theorem ⋮ On the Lp convergence of sums of independent random variables ⋮ On the duality between the behaviour of sums of independent random variables and the sums of their squares ⋮ Moment bounds for stationary mixing sequences ⋮ The convergence of moments in the central limit theorem for stationary phi-mixing processes
This page was built for publication: Moments of a Stopping Rule Related to the Central Limit Theorem