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Central limit theorem for the estimator of the value of an optimal stopping problem

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  • Tomás Prieto-Rumeau

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  • Tomás Prieto-Rumeau, 2005. "Central limit theorem for the estimator of the value of an optimal stopping problem," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 215-237, June.
  • Handle: RePEc:spr:testjl:v:14:y:2005:i:1:p:215-237 DOI: 10.1007/BF02595404
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    References listed on IDEAS

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    1. A. Antoniadis & G. Grégoire & G. Nason, 1999. "Density and hazard rate estimation for right-censored data by using wavelet methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 63-84.
    2. Asgharian M. & MLan C.E. & Wolfson D. B., 2002. "Length-Biased Sampling With Right Censoring: An Unconditional Approach," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 201-209, March.
    3. Colin Wu & Andrew Mao, 1996. "Minimax kernels for density estimation with biased data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 451-467, September.
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    Keywords

    Optimal stopping problem; central limit theorem; 60G40; 62F12; 60F05;

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