The optional sampling theorem for submartingales in the sequentially planned context

DOI10.1016/j.spl.2006.12.002zbMath1114.62078OpenAlexW1993620109MaRDI QIDQ997257

M. Mar Fenoy, Ibarrola Pilar

Publication date: 23 July 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.12.002

zbMATH Keywords

sampling planoptional sampling

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

Cites Work

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• Partial ordering in the theory of martingales
• Optional sampling of submartingales indexed by partially ordered sets
• Optimal sequentially planned decision procedures. With the assistance of Günter Duscha, Josef Lübbert and Thomas Meyerthole
• Sufficiency in sequentially planned decision procedures
• Mean Convergence of Martingales
• Convergence of Martingales with a Directed Index Set

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