EMBEDDING SUBMARTINGALES IN WIENER PROCESSES WITH DRIFT, WITH APPLICATIONS TO SEQUENTIAL ANALYSIS

被引：13

作者：

HALL, WJ

机构：

来源：

关键词：

D O I：

10.2307/3212107

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：612 / &

共 12 条

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[J]. ANNALS OF MATHEMATICAL STATISTICS, 1953, 24 (02): : 254 - 264
[9] HALL WJ, 1968, 33 STANF U TECHN REP
[10] HALL WJ, 1968, 32 STANF U TECHN REP