scientific article

zbMath0586.62004MaRDI QIDQ3711438

Didier Dacunha-Castelle, Marie Duflo

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusionasymptoticstime seriesoptimal stoppingBrownian motionmartingalescounting processesstopping timesProkhorov's theoremIto's formulaDonsker's theoremcontrol of Markov chainsrate of convergence of estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic integrals (60H05) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Foundations of stochastic processes (60G05)

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