Reijsbergen, Daniël; Scheinhardt, Werner; de Boer, … - In: Statistics & Probability Letters 97 (2015) C, pp. 192-196
We present a new power-one sequential hypothesis test based on a bound for the probability that a bounded zero-mean martingale ever crosses a curve of the form a(n+k)b. The proof of the bound is of independent interest.