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Volumn 30, Issue 4, 2001, Pages 775-784

Approximation to optimal stopping rules for gamma random variables with unknown location and scale parameters

Author keywords

Gamma distribution; Last times; Optimal stopping; Uniform integrability

Indexed keywords


EID: 0034910225     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-100002151     Document Type: Article
Times cited : (3)

References (11)
  • 1
    • 0013312009 scopus 로고
    • Some Problems of Optimal Stopping
    • DeGroot, M.H. Some Problems of Optimal Stopping. J. R. Statist. Soc. B, 1968, 30, 108-122.
    • (1968) J. R. Statist. Soc. B , vol.30 , pp. 108-122
    • Degroot, M.H.1
  • 4
    • 0001413478 scopus 로고
    • Approximation to Optimal Stopping Rules for Exponential Variables
    • Martinsek, A.T. Approximation to Optimal Stopping Rules for Exponential Variables. Ann. Prob., 1984, 12, 876-881.
    • (1984) Ann. Prob. , vol.12 , pp. 876-881
    • Martinsek, A.T.1
  • 5
    • 28244473405 scopus 로고
    • Approximation to Optimal Stopping Rules for Random Variables with Heavy Tail
    • Shu, W.Y. and Chen, K.C. Approximation to Optimal Stopping Rules for Random Variables with Heavy Tail. (in Chinese). Chinese J. of Statist. Assoc., 1991, 29, 157-168.
    • (1991) Chinese J. of Statist. Assoc. , vol.29 , pp. 157-168
    • Shu, W.Y.1    Chen, K.C.2
  • 6
    • 28244448713 scopus 로고
    • Approximation to Optimal Stopping Rules for Exponential Random Variables
    • Lee, S.M. and Wu, W.S. Approximation to Optimal Stopping Rules for Exponential Random Variables. (in Chinese). Chinese J. of Statist. Assoc., 1995, 33, 395-405.
    • (1995) Chinese J. of Statist. Assoc. , vol.33 , pp. 395-405
    • Lee, S.M.1    Wu, W.S.2
  • 7
    • 0011656114 scopus 로고
    • Approximation to Optimal Stopping Rules for Normal Variables
    • Shu, W.Y. Approximation to Optimal Stopping Rules for Normal Variables. Bull. Institute Math. Academic Sinica, 1990, 18, 295-305.
    • (1990) Bull. Institute Math. Academic Sinica , vol.18 , pp. 295-305
    • Shu, W.Y.1
  • 8
    • 28244436061 scopus 로고
    • Approximation to Optimal Stopping Rules for Normal Random with Unknown Mean and Variance
    • Lee, S.M. Approximation to Optimal Stopping Rules for Normal Random with Unknown Mean and Variance. Chinese J. of Math., 1995, 23, 141-154.
    • (1995) Chinese J. of Math. , vol.23 , pp. 141-154
    • Lee, S.M.1
  • 9
    • 28244453862 scopus 로고    scopus 로고
    • Approximation to Optimal Stopping Rules for Gamma Random Variables with Unknown Scale Parameter
    • Lee, S.M. and Yeh, T.S. Approximation to Optimal Stopping Rules for Gamma Random Variables with Unknown Scale Parameter. Soochow J. of Math., 1997, 23, 41-52.
    • (1997) Soochow J. of Math. , vol.23 , pp. 41-52
    • Lee, S.M.1    Yeh, T.S.2
  • 11
    • 0002692442 scopus 로고
    • Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
    • Chow, Y.S. and Lai, T.L. Some One-Sided Theorems on The Tail Distribution of Sample Sums with Applications to The Last Time and Largest Excess of Boundary Crossings. Trans. Amer. Math. Soc., 1975, 208, 51-72.
    • (1975) Trans. Amer. Math. Soc. , vol.208 , pp. 51-72
    • Chow, Y.S.1    Lai, T.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.