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Two-stage point estimation with a shrinkage stopping rule

โœ Scribed by T. Kubokawa; A. K. Md. E. Saleh


Book ID
105392814
Publisher
Springer
Year
1994
Tongue
English
Weight
419 KB
Volume
41
Category
Article
ISSN
0026-1335

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A note on optimal stopping of diffusions
โœ Jukka Lempa ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 581 KB

We consider a class of optimal stopping problems of diffusions with a two-sided optimal rule. We propose an approach for finding and characterizing the solution. We establish that the optimal stopping rule can be associated with the unique fixed point of an auxiliary function. The results are illust