The optional sampling theorem for submartingales in the sequentially planned context

DOI10.1016/J.SPL.2006.12.002MaRDI QIDQ997257zbMATH OpenOpenAlexFDO

Authors M. Mar Fenoy, Pilar Ibarrola Muñoz

Publication date 23 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.12.002

zbMATH Keywords

sampling planoptional sampling

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Convergence of Martingales with a Directed Index Set
• Mean Convergence of Martingales
• Optimal sequentially planned decision procedures. With the assistance of Günter Duscha, Josef Lübbert and Thomas Meyerthole
• Optional sampling of submartingales indexed by partially ordered sets
• Partial ordering in the theory of martingales
• Sufficiency in sequentially planned decision procedures

Cited in

(4)

• Optional sampling theorem for deformed submartingales
• scientific article; zbMATH DE number 48558 (Why is no real title available?)
• The optional sampling theorem for processes indexed by a partially ordered set
• Optional sampling of submartingales with scanned index sets

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