Keywords: 60G40; 62L15; 91G20; 91G80; C41; D53; G13; Optimal multiple stopping; Storage cost; Agricultural futures; Mean reversion; Non-convergence; Basis;
مقالات ISI (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
Keywords: 62L05; 62L15; 65C05; Inference in high dimension; Monte Carlo testing; Hotelling's test;
Optimal generalized truncated sequential Monte Carlo test
Keywords: 62L05; 62L15; 65C05Execution time; Power loss; pp-value density; Resampling risk
Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives
Keywords: Dependent observations; Discrete-time stochastic process; Optimal sequential test; Sequential analysis; Sequential hypothesis testing; Locally most powerful test62L10; 62L15; 60G40; 62C10
Impulse control problem on finite horizon with execution delay
Keywords: 93E20; 62L15; 49L20; 49L25Impulse control; Execution delay; Diffusion processes; Dynamic programming; Viscosity solutions; Comparison principle
Minimax optimality of the Shiryayev-Roberts change-point detection rule
Keywords: 62L15; 60G40; Change-point; Sequential detection; Minimax optimality;
An adaptive rule for stopping a discovery process under time censorship
Keywords: 62L15; 62G05; Payoff; Markov process; Infinitesimal generator; Stopping time; Adaptive rule;
Bayes optimal sequential trial designs
Keywords: 62L05; 62L15; 60G40; Bayes sequential decision procedure; Brownian motion; Repeated significance test; Sequential analysis;
The Wiener disorder problem with finite horizon
Keywords: primary; 60G40; 35R35; 45G10; secondary; 62C10; 62L15; 62M20Disorder problem; Wiener process; Optimal stopping; Finite horizon; Parabolic free-boundary problem; A nonlinear Volterra integral equation of the second kind; Curved boundary; A change-of-variab
Sequential testing of simple hypotheses about compound Poisson processes
Keywords: primary; 62L10; secondary; 62L15; 62C10; 60G40Sequential hypothesis testing; Sequential analysis; Compound Poisson processes; Optimal stopping
Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
Keywords: 62L15; 62L10; 62C10; 49J20; 91B28; Heat equation; Free boundary problems; Bayes sequential tests; Multi-armed bandits; European and American options; Singular stochastic control;