EDP Sciences logo
Subscriber Authentication Point
Search
Menu
All issues Volume 26 (2022) ESAIM: PS, 26 (2022) 265-282 References
Open Access
Issue
ESAIM: PS
Volume 26, 2022
Page(s) 265 - 282
DOI https://doi.org/10.1051/ps/2022005
Published online 20 May 2022
  1. M. Alvo, Bayesian sequential estimation. Ann. Statist. 5 (1977) 955–968. [CrossRef] [MathSciNet] [Google Scholar]
  2. J.A. Bather, Bayes procedures for deciding the sign of a normal mean. Proc. Cambridge Philos. Soc. 58 (1962) 599–620. [Google Scholar]
  3. P.J. Bickel, On the asymptotic shape of Bayesian sequential tests of 0 < 0 versus 0 > 0 for exponential families. Ann. Statist. 1 (1973) 231–240. [MathSciNet] [Google Scholar]
  4. L. Brown, Sufficient statistics in the case of independent random variables. Ann. Math. Statist. 35 (1964) 1456–1474. [CrossRef] [MathSciNet] [Google Scholar]
  5. L. Brown, Fundamentals of statistical exponential families with applications in statistical decision theory. Institute of Mathematical Statistics, Hayward, CA (1986). [Google Scholar]
  6. P. Cabilio, Sequential estimation in Bernoulli trials. Ann. Statist. 5 (1977) 342–356. [CrossRef] [MathSciNet] [Google Scholar]
  7. H. Chernoff, Sequential tests for the mean of a normal distribution. IV. (Discrete case). Ann. Math. Statist. 36 (1965) 55–68. [CrossRef] [MathSciNet] [Google Scholar]
  8. S. Dayanik and S. Sezer, Multisource Bayesian sequential binary hypothesis testing problem. Ann. Oper. Res. 201 (2012) 99–130. [CrossRef] [MathSciNet] [Google Scholar]
  9. E. Ekström, I. Karatzas and J. Vaicenavicius, Bayesian sequential least-squares estimation for the drift of a Wiener process. Stoch. Process. Appl. 145 (2022) 335–352. [CrossRef] [Google Scholar]
  10. E. Ekstrom and J. Vaicenavicius, Bayesian sequential testing of the drift of a Brownian motion. ESAIM: PS. 19 (2015) 626–648. [CrossRef] [EDP Sciences] [Google Scholar]
  11. E. Ekstrom and Y. Wang, Multi-dimensional sequential testing and detection. To appear Stochastics (2022). [Google Scholar]
  12. P.V. Gapeev and G. Peskir, The Wiener sequential testing problem with finite horizon. Stoch. Stoch. Rep. 76 (2004) 59–75. [CrossRef] [MathSciNet] [Google Scholar]
  13. C. Hipp, Sufficient statistics and exponential families. Ann. Statist. 2 (1974) 1283–1292. [CrossRef] [MathSciNet] [Google Scholar]
  14. D. Hobson, Volatility misspecification, option pricing and superreplication via coupling. Ann. Appl. Probab. 8 (1998) 193–205. [CrossRef] [MathSciNet] [Google Scholar]
  15. S. Janson and J. Tysk, Volatility time and properties of option prices. Ann. Appl. Probab. 13 (2003) 890–913. [CrossRef] [MathSciNet] [Google Scholar]
  16. T.L. Lai, Nearly optimal sequential tests of composite hypotheses. Ann. Statist. 16 (1988) 856–886. [MathSciNet] [Google Scholar]
  17. D. Lindley and B. Barnett, Sequential sampling: Two decision problems with linear losses for binomial and normal random variables. Biometrika 52 (1965) 507–532. [CrossRef] [MathSciNet] [PubMed] [Google Scholar]
  18. S. Moriguti and H. Robbins, A Bayes test of “p < 1/2” versus “p > 1/2”. Rep. Statist. Appl. Res. Un. Jpn. Sci. Eng. 9 (1962) 39–60. [Google Scholar]
  19. G. Peskir and A. Shiryaev, Sequential testing problems for Poisson processes. Ann. Statist. 28 (2000) 837–859. [CrossRef] [MathSciNet] [Google Scholar]
  20. G. Schwarz, Asymptotic shapes of Bayes sequential testing regions. Ann. Math. Statist. 33 (1962) 224–236. [CrossRef] [MathSciNet] [Google Scholar]
  21. A. Shiryayev, Optimal stopping rules. Applications of Mathematics, Vol. 8. Springer-Verlag, New York-Heidelberg (1978). [Google Scholar]
  22. A. Shiryaev, Two problems of sequential analysis. Cybernetics 3 (1967) 63–69 (1969). [CrossRef] [Google Scholar]
  23. M. Sobel, An essentially complete class of decision functions for certain standard sequential problems. Ann. Math. Stat. 24 (1953) 319–337. [CrossRef] [Google Scholar]
  24. A. Wald and J. Wolfowitz, Bayes solutions of sequential decision problems. Ann. Math. Stat. 21 (1950) 82–99. [CrossRef] [Google Scholar]
  25. M. Zhitlukhin and A.N. Shiryaev, A Bayesian sequential testing problem of three hypotheses for Brownian motion. Stat. Risk Model. 28 (2011) 227–249. [CrossRef] [MathSciNet] [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.