Analytical Aspects of Exponential Families of Distribution Functions
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(4)- Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments
- Approximations for the probability of ruin within finite time
- Simultaneous control and estimation of linear stochastic systems with unknown parameters of disturbances
- Minimax law of control for a multidimensional, time continuous, linear stochastic system
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