CRITERIA OF TRUNCATION FOR OPTIMAL STOPPING TIME IN SEQUENTIAL ANALYSIS

被引：2

作者：

GRIGELIO.BI

SHIRYAEV, AN

机构：

来源：

THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1965年 / 10卷 / 04期

关键词：

D O I：

10.1137/1110072

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：541 / &

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RAY, SN .

ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (03) :859-878

[5]

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[6]

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[7]

SHIRYAEV AN, 1965, KIBERNETIKA, V3, P1

[8]

SHIRYAEV AN, 1961, DOKL AKAD NAUK SSSR, V138, P799

[9]

SHIRYAEV AN, 1964, THEOR PROBAB APPL, V9, P604

[10]

Shiryaev AN., 1963, THEORY PROBAB ITS AP, V8, P22, DOI DOI 10.1137/1108002