Asymptotic expansions in non-linear renewal theory

DOI10.1080/03610928108828178zbMath0463.62071OpenAlexW2165415481MaRDI QIDQ3914257

Hajime Takahashi, Michael B. Woodroofe

Publication date: 1981

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928108828178

zbMATH Keywords

normal distributionerror probabilitiesnon-linear renewal theoryexcess over boundarystandard normal random walk

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (1)

Asymptotic expansions for the sum of the series used in sequential analysis

Cites Work

• A nonlinear renewal theory with applications to sequential analysis. I
• Large deviations of likelihood ratio statistics with applications to sequential testing
• A nonlinear renewal theory with applications to sequential analysis II
• Frequentist properties of Bayesian sequential tests
• Repeated Significance Tests for a Normal Mean
• Asymptotic Shapes of Bayes Sequential Testing Regions
• Asymptotic Shapes for Sequential Testing of Truncation Parameters
• Unnamed Item

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