STOPPING RULES AND EXPECTED SUPREMUM OF SN/AN AND ABSOLUTE-VALUE-OF AN

被引：13

作者：

KLASS, MJ ^{[1
]}

机构：

[1] CALTECH,DEPT MATH,PASADENA,CA 91109

来源：

关键词：

D O I：

10.1214/aop/1176996555

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：889 / 905

页数：17

共 8 条

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[5] ON CLASS LLOGL, MARTINGALES, AND SINGULAR INTEGRALS [J].

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[6] PROPERTIES OF OPTIMAL EXTENDED VALUED STOPPING RULES FOR SN-N1 [J].

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MCCABE BJ, 1970, ANN MATH STAT, V41, P2166, DOI 10.1214/aoms/1177696723

[8] SOME PROBLEMS IN THEORY OF OPTIMAL STOPPING RULES [J].

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