References
- Chow , Y. S. , Hsiung , C. A. and Yu , K. F. 1980 . “Limit Theorems for a Positively Drifting Process and Its Related First Passage Times,” . Bulletin of the Institute of Mathematics, Academica Sinica , 8 : 141 – 172 .
- Chow , Y. S. and Yu , K. F. 1981 . “On the Performance of a Sequential Procedure for the Estimation of the Mean,” . The Annals of Statistics , 9 : 184 – 189 .
- Martinsek , A. T. 1983 . “Second Order Approximation to the Risk of a Sequential Procedure,” . The Annals of Statistics , 11 : 827 – 836 . Correction (1986), The Annals of Statistics, 14, 359
- Robbins , H. 1959 . “Sequential Estimation of the Mean of a Normal Population,” . In Probability and Statistics , 235 – 245 . Uppsala , , Sweden : Almquist & Wiksell . (Harald Cramer Vol.)
- Woodroofe , M. 1977 . “Second Order Approximations for Sequential Point and Interval Estimation,” . The Annals of Statistics , 5 : 984 – 995 .
- Woodroofe , M. 1982 . Nonlinear Renewal Theory in Sequential Analysis , Philadelphia : Society for Industrial and Applied Mathematics .
- Woodroofe , M. 1985 . “Asymptotic Local Minimaxity in Sequential Point Estimation,” . The Annals of Statistics , 13 : 676 – 688 .
- Yu , K. F. 1978 . “Limit Theorems for a Class of Sequential Procedures,” , Columbia University, Dept. of Statistics . unpublished Ph.D. thesis