COMPLETENESS FOR A BROWNIAN MOTION WITH POLYGONAL STOPPING BOUNDARIES

DOI10.1081/SQA-100106056zbMath0985.62062OpenAlexW1973851581MaRDI QIDQ2758218

Benjamin Yakir, Peng Huang, W. J. Hall

Publication date: 23 May 2002

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-100106056

zbMATH Keywords

curved stopping boundariessecondary analysisUMVUE of drift

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Cites Work

• Unnamed Item
• Unbiased estimation following a group sequential test
• Minimum variance unbiased estimation of the drift of brownian motion with linear stopping boundaries
• An unbiased estimator for the drift of a stopped Wiener process
• Completeness in the Sequential Case

This page was built for publication: COMPLETENESS FOR A BROWNIAN MOTION WITH POLYGONAL STOPPING BOUNDARIES