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A pointwise limit theorem for counting processes of perturbed random walks with an application to repeated significance tests |
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| Authors: | Allan Gut Ulrich Stadtmüller |
| Affiliation: | 1. Department of Mathematics, Uppsala University, Uppsala, Sweden;2. Institute of Number Theory and Probability Theory, Ulm University, Ulm, Germany |
| Abstract: | |
| Keywords: | Counting process perturbed random walk repeated significance test sequential analysis weak convergence |