Article ID Journal Published Year Pages File Type
1153835 Statistics & Probability Letters 2007 6 Pages PDF
Abstract
The optional sampling theorem is considered in the sequentially planned context. We prove the optional sampling theorem for direct successors and for sampling plans with a finite number of stages. Also, the theorem is studied in the general case under a uniform integrability condition; we obtain it for submartingales with a last element, and for submartingales that verify a bounded condition based on uniform integrability.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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