The following pages link to Paul D. Feigin (Q607631):
Displaying 50 items.
- (Q354852) (redirect page) (← links)
- Unbiased variance estimators in the parametric case (Q354853) (← links)
- Designing a call center with an IVR (interactive voice response) (Q607632) (← links)
- Stable convergence of semimartingales (Q762829) (← links)
- On the cadlaguity of random measures (Q795404) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Workload forecasting for a call center: methodology and a case study (Q965108) (← links)
- Pólya distributions, combinatorial identities, and generalized stirling numbers (Q997723) (← links)
- Embedded polynomial plans of random walks and their applications (Q997728) (← links)
- Asymptotic theory for measures of concordance with special reference to average Kendall tau (Q1056489) (← links)
- Intergroup diversity and concordance for ranking data: An approach via metrics for permutations (Q1083150) (← links)
- Asymptotic theory of conditional inference for stochastic processes (Q1087283) (← links)
- Equivalent descriptions of perturbed Markov processes (Q1133246) (← links)
- The geometric programming dual to the extinction probability problem in simple branching processes (Q1158888) (← links)
- Conditional exponential families and a representation theorem for asymptotic inference (Q1159939) (← links)
- On the indifference zone approach to selection. A consistency result (Q1161215) (← links)
- Asymptotic behaviour of integral functions connected with an infinite convolution of exponential densities for small values of the argument (Q1169746) (← links)
- The efficiency criteria problem for stochastic processes (Q1248316) (← links)
- Estimation for a class of positive nonlinear time series models (Q1272160) (← links)
- Inference and martingale estimating equations for stochastic processes on a semigroup (Q1330194) (← links)
- Limit distributions for linear programming time series estimators (Q1332320) (← links)
- Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
- Testing of monotonicity in parametric regression models (Q1866206) (← links)
- Pitfalls of fitting autoregressive models for heavy-tailed time series (Q1966374) (← links)
- Nonparametric tests and nested sequential sampling plans for change-point detection (Q2400053) (← links)
- Approximate Confidence Limits for the Difference between Parameters of Two Pólya Distributions (Q3168544) (← links)
- Minimizing costs of sequential and parallel personnel testing programs (Q3328249) (← links)
- A simple Markov model for the analysis of multiple air combat (Q3335554) (← links)
- On a Generalization of the Classical Random Sampling Scheme and Unbiased Estimation (Q3436013) (← links)
- Detection of concordance for extreme ranks (Q3474182) (← links)
- WEIGHTED AREA TECHNIQUES FOR EXPLICIT PARAMETER ESTIMATION IN MULTI-STAGE MODELS (Q3660758) (← links)
- RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS (Q3690041) (← links)
- Linear functionals and Markov chains associated with Dirichlet processes (Q3833381) (← links)
- On asymptotic ancillarity and inference for Yule and regular nonergodic processes (Q3862906) (← links)
- A class of martingales with non-symmetric limit distributions (Q3897765) (← links)
- Extreme-value properties of the explosion-time distribution in a pure birth process (Q3954622) (← links)
- Estimation for autoregressive processes with positive innovations (Q4021156) (← links)
- (Q4037065) (← links)
- Maximum likelihood estimation for stochastic processes - a martingale approach (Q4086522) (← links)
- Maximum likelihood estimation for continuous-time stochastic processes (Q4127234) (← links)
- (Q4170123) (← links)
- (Q4172794) (← links)
- On the characterization of point processes with the order statistic property (Q4188525) (← links)
- A NOTE ON MAXIMUM LIKELIHOOD ESTIMATION FOR SIMPLE BRANCHING PROCESSES (Q4192846) (← links)
- Some comments concerning a curious singularity (Q4197238) (← links)
- (Q4199359) (← links)
- Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena (Q4361804) (← links)
- On confidence limits for the difference of two binomial parameters (Q4493681) (← links)
- (Q4734606) (← links)
- On a strong Tauberian result (Q4743487) (← links)
