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Volumn 35, Issue 4, 1997, Pages 317-325

Stopped two-dimensional perturbed random walks and Lévy processes

Author keywords

Central limit theorem; Exponential family; First passage time; Law of the iterated logarithm; Perturbed l vy process; Repeated significance test; Stopped two dimensional process; Strong law of large numbers

Indexed keywords


EID: 0031281106     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(97)00028-x     Document Type: Article
Times cited : (6)

References (14)
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    • Anscombe, F.J.1
  • 2
    • 0000000902 scopus 로고
    • On a.s. and r-mean convergence of random processes with an application to first passage times
    • Gut, A., 1975. On a.s. and r-mean convergence of random processes with an application to first passage times. Z. Wahrscheinlichkeitstheorie verw. Gebiete 31, 333-341.
    • (1975) Z. Wahrscheinlichkeitstheorie Verw. Gebiete , vol.31 , pp. 333-341
    • Gut, A.1
  • 4
    • 0000465512 scopus 로고
    • First passage times for perturbed random walks
    • Gut, A., 1992. First passage times for perturbed random walks. Sequential Anal. 11, 149-179.
    • (1992) Sequential Anal. , vol.11 , pp. 149-179
    • Gut, A.1
  • 5
    • 0030210870 scopus 로고    scopus 로고
    • Stopped Lévy processes with applications to first passage times
    • Gut, A., 1996. Stopped Lévy processes with applications to first passage times. Statist. Probab. Lett. 28, 345-352.
    • (1996) Statist. Probab. Lett. , vol.28 , pp. 345-352
    • Gut, A.1
  • 6
    • 0000638015 scopus 로고
    • The limiting behaviour of certain stopped sums and some applications
    • Gut, A., Janson, S., 1983. The limiting behaviour of certain stopped sums and some applications. Scand. J. Statist. 10, 281-292.
    • (1983) Scand. J. Statist. , vol.10 , pp. 281-292
    • Gut, A.1    Janson, S.2
  • 7
    • 0000466892 scopus 로고
    • Repeated significance tests for exponential families
    • Hu, I., 1988. Repeated significance tests for exponential families. Ann. Statist. 16, 1643-1666.
    • (1988) Ann. Statist. , vol.16 , pp. 1643-1666
    • Hu, I.1
  • 8
    • 0000543003 scopus 로고
    • Repeated likelihood ratio tests for curved exponential families
    • Lalley, S.P., 1983. Repeated likelihood ratio tests for curved exponential families. Z. Wahrscheinlichkeitstheorie verw. Gebiete 62, 293-321.
    • (1983) Z. Wahrscheinlichkeitstheorie Verw. Gebiete , vol.62 , pp. 293-321
    • Lalley, S.P.1
  • 10
    • 0001020082 scopus 로고
    • On the asymptotic distribution of the sum of a random number of independent random variables
    • Rényi, A., 1957. On the asymptotic distribution of the sum of a random number of independent random variables. Acta Math. Acad. Sci. Hungar. 8, 193-199.
    • (1957) Acta Math. Acad. Sci. Hungar. , vol.8 , pp. 193-199
    • Rényi, A.1
  • 12
    • 0010882614 scopus 로고
    • Stopping times: Termination, moments, distribution
    • Ghosh, B.K., Sen, P.K. (Eds.)
    • Wijsman, R.A., 1991. Stopping times: termination, moments, distribution. In: Ghosh, B.K., Sen, P.K. (Eds.), Handbook of Sequential Analysis, 67-119.
    • (1991) Handbook of Sequential Analysis , pp. 67-119
    • Wijsman, R.A.1
  • 13
    • 0002247590 scopus 로고
    • Large deviations of likelihood ratio statistics with applications to sequential testing
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  • 14
    • 0003259639 scopus 로고
    • Nonlinear renewal theory in sequential analysis
    • SIAM, Philadelphia, PA
    • Woodroofe, M., 1982. Nonlinear renewal theory in sequential analysis. CBMS-NSF Regional Conf. Ser. in Appl. Math. 39. SIAM, Philadelphia, PA.
    • (1982) CBMS-NSF Regional Conf. Ser. in Appl. Math. , vol.39
    • Woodroofe, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.