On Comparison of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes

DOI10.1111/1467-9469.00107zbMath0913.60036OpenAlexW2148618025MaRDI QIDQ4231306

Michael Sørensen

Publication date: 14 March 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00107

zbMATH Keywords

Lévy processesstopping timeFisher informationEdgeworth expansioncounting processesdiffusion-type processeslikelihood theorysequential proceduresexponential families of stochastic processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Optimal stopping in statistics (62L15)

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