Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem (Q3988375)
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scientific article; zbMATH DE number 32439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem |
scientific article; zbMATH DE number 32439 |
Statements
Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem (English)
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28 June 1992
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sequential test
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truncated test
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heat-equation
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sign of the drift of a Brownian motion
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parabolic boundary
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repeated significance tests
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optimal stopping boundary
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inner bounds
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asymptotic expansions
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