Approximations to expected stopping times with applications to sequential estimation

DOI10.1080/07474949908836430zbMath1159.62322OpenAlexW1548648928MaRDI QIDQ4944013

Alexei Dmitrienko, A. A. Veksler

Publication date: 25 July 2000

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

Full work available at URL: https://doi.org/10.1080/07474949908836430

zbMATH Keywords

renewal theorystopping timeasymptotic risk-efficiency

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12) Renewal theory (60K05)

Related Items (2)

Approximations to generalized renewal measures ⋮ Sequential confidence regions for maximum likelihood estimates.

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