Maximum likelihood estimate following sequential probability ratio tests

DOI10.1080/07474940008836440zbMath0953.62076OpenAlexW1550415984MaRDI QIDQ4500807

Aiyi Liu

Publication date: 7 December 2000

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940008836440

zbMATH Keywords

asymptotic efficiencyinverse Gaussian distributionbias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

Cites Work

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• On Large-Sample Estimation and Testing in Parametric Models
• On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test
• The distribution of brownian motion on linear stopping boundaries
• On the bias of maximum likelihood estimation following a sequential test

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