Optimal stopping on autoregressive schemes
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Publication:1168644
DOI10.1214/AOP/1176993782zbMath0493.60050OpenAlexW2057390567MaRDI QIDQ1168644
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993782
Applications of statistics to economics (62P20) Stationary stochastic processes (60G10) Economic time series analysis (91B84) Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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