Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem

DOI10.1080/01966324.1991.10737300zbMath0754.62059OpenAlexW2068969741WikidataQ58185314 ScholiaQ58185314MaRDI QIDQ3988375

Herman Chernoff

Publication date: 28 June 1992

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1991.10737300

zbMATH Keywords

asymptotic expansionssequential testrepeated significance testsparabolic boundaryoptimal stopping boundaryinner boundsheat-equationtruncated testsign of the drift of a Brownian motion

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

Cites Work

• Sequential analysis. Tests and confidence intervals
• An optimal property of the repeated significance test
• The effect of truncation on a sequential test for the drift of brownian motion

This page was built for publication: Asymptotic Expansions for a Truncated Version of Lerche's Variation of a Sequential Problem