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scientific article; zbMATH DE number 1057567

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Publication:4352612
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zbMath0924.62085MaRDI QIDQ4352612

Tze Leung Lai

Publication date: 8 November 1999


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

zbMATH Keywords

generalized likelihood ratio statisticsBayes sequential testsWiener process approximationsmixture likelihood ratios


Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)


Related Items (8)

Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media ⋮ Modern sequential analysis and its applications to computerized adaptive testing ⋮ On Chernoff's test for a fractional Brownian motion ⋮ Optimal stopping for Brownian motion with applications to sequential analysis and option pricing ⋮ Bayesian sequential testing of the drift of a Brownian motion ⋮ Time-uniform, nonparametric, nonasymptotic confidence sequences ⋮ A Bayesian sequential test for the drift of a fractional Brownian motion ⋮ Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.




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