Generalized Wald equations in discrete time

DOI10.1016/0304-4149(74)90003-9zbMath0295.60034OpenAlexW1997458697MaRDI QIDQ1213245

Bruce M. Brown

Publication date: 1974

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(74)90003-9

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

Cites Work

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• Martingale Transforms
• Moments of Randomly Stopped Sums
• Higher Moments of Randomly Stopped Sums
• On Wald's equations in continuous time
• Moments of a Stopping Rule Related to the Central Limit Theorem
• Simpler conditions for Wald equations

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