Random stopping sets in a sequential analysis of random measures and fields
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Publication:1194007
DOI10.1016/0378-3758(92)90166-PzbMath0772.62048OpenAlexW1985458211MaRDI QIDQ1194007
Publication date: 27 September 1992
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(92)90166-p
Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)
Cites Work
- Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
- A note on random times
- Dominierbarkeit und suffizienz in der sequentialanalyse
- Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
- “Markov Times” for Random Fields
- On Absolute Continuity of Measures Corresponding to Homogeneous Gaussian Fields
- Some Problems in the Theory of Optimal Stopping Rules
- Sufficiency and Statistical Decision Functions
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