A note on the buyer's problem

DOI10.1214/AOS/1176350510zbMath0654.62072OpenAlexW2080680464MaRDI QIDQ1108723

Ashim K. Mallik

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350510

zbMATH Keywords

Wiener processasymptotic expansionssequential testingbuyer's problemsign of the drift parameter

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

This page was built for publication: A note on the buyer's problem