Stopping rules and tactics for processes indexed by a directed set
- 1 June 1981
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 11 (2) , 199-229
- https://doi.org/10.1016/0047-259x(81)90109-3
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- Martingales with a Countable Filtering Index SetThe Annals of Probability, 1977
- Moments of random walk having infinite variance and the existence of certain optimal stopping rules for $S_{n}/n$Illinois Journal of Mathematics, 1973
- Stopping rules for S n/n, and the Class L log LProbability Theory and Related Fields, 1971
- On the Supremum of $S_n/n$The Annals of Mathematical Statistics, 1970
- Stopping rules forx n/n and related problemsIsrael Journal of Mathematics, 1969
- Optimal Stopping and Experimental DesignThe Annals of Mathematical Statistics, 1966
- On optimal stopping rules for $S_{n}/n$Illinois Journal of Mathematics, 1965
- Moments of Randomly Stopped SumsThe Annals of Mathematical Statistics, 1965
- Successive Conditional Expectations of an Integrable FunctionThe Annals of Mathematical Statistics, 1962
- A Lower Bound for the Variance of Some Unbiased Sequential EstimatesThe Annals of Mathematical Statistics, 1947