| Publication | Date of Publication | Type |
|---|
A general method for finding the optimal threshold in discrete time
Stochastics | 2022-07-08 | Paper |
The monotone case approach for the solution of certain multidimensional optimal stopping problems
Stochastic Processes and their Applications | 2020-04-07 | Paper |
Optimal portfolio selection under vanishing fixed transaction costs
Advances in Applied Probability | 2019-09-16 | Paper |
Discussion on ``An effective method for the explicit solution of sequential problems on the real line by Sören Christensen
Sequential Analysis | 2017-05-16 | Paper |
Classification error in multiclass discrimination from Markov data
Statistical Inference for Stochastic Processes | 2016-10-21 | Paper |
Convergence of switching diffusions
Stochastic Processes and their Applications | 2015-08-19 | Paper |
Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
Sequential Analysis | 2014-07-10 | Paper |
American options with guarantee -- a class of two-sided stopping problems
Statistics & Risk Modeling | 2013-10-25 | Paper |
Optimal multiple stopping with random waiting times
Sequential Analysis | 2013-10-18 | Paper |
A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
Statistical Methodology | 2012-10-19 | Paper |
Financial mathematics. The evaluation of derivatives.
Studienbücher Wirtschaftsmathematik | 2012-08-15 | Paper |
A statistical equilibrium model of competitive firms
Journal of Economic Dynamics and Control | 2012-06-18 | Paper |
A two-commodity continuous review inventory system with substitutable items
Stochastic Analysis and Applications | 2012-03-07 | Paper |
A harmonic function technique for the optimal stopping of diffusions
Stochastics | 2012-01-03 | Paper |
Switching rates and the asymptotic behavior of herding models
Advances in Complex Systems | 2011-07-27 | Paper |
An elementary approach to optimal stopping problems for AR(1) sequences
Sequential Analysis | 2011-03-21 | Paper |
On the properties of a multiple sequential test
Metrika | 2010-11-12 | Paper |
A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets
Statistics & Decisions | 2010-09-28 | Paper |
Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen
Sequential Analysis | 2010-03-17 | Paper |
A note on pasting conditions for the American perpetual optimal stopping problem
Statistics & Probability Letters | 2009-03-04 | Paper |
| Good portfolio strategies under transaction costs: a renewal theoretic approach | 2008-07-11 | Paper |
| scientific article; zbMATH DE number 5239549 (Why is no real title available?) | 2008-02-22 | Paper |
Optimal portfolio policies under fixed and proportional transaction costs
Advances in Applied Probability | 2007-01-31 | Paper |
A Forward Algorithm for Solving Optimal Stopping Problems
Journal of Applied Probability | 2006-09-25 | Paper |
A nonsymmetric sequential test
Metrika | 2006-01-31 | Paper |
Runs in superpositions of renewal processes with applications to discrimination
Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
| scientific article; zbMATH DE number 2202359 (Why is no real title available?) | 2005-09-05 | Paper |
A measure-theoretic approach to completeness of financial markets
Statistics & Probability Letters | 2005-04-07 | Paper |
Solving Problems of Optimal Stopping with Linear Costs of Observations
Sequential Analysis | 2005-01-18 | Paper |
The detection of words and an ordering for Markov chains
Journal of Applied Probability | 2004-03-07 | Paper |
| scientific article; zbMATH DE number 2031570 (Why is no real title available?) | 2004-01-25 | Paper |
Stochastic ordering for continuous-time processes
Journal of Applied Probability | 2003-11-17 | Paper |
An asymptotic expansion for the optimal stopping boundary in problems with nonlinear costs of observation
Journal of Applied Probability | 2002-03-14 | Paper |
| scientific article; zbMATH DE number 1565539 (Why is no real title available?) | 2001-02-18 | Paper |
On patterns in sequences of random events
Monatshefte für Mathematik | 1999-06-28 | Paper |
A bound on the expected overshoot for some concave boundaries
Metrika | 1999-06-17 | Paper |
On sequential nearest neighbour regression estimation
Sequential Analysis | 1999-06-03 | Paper |
| scientific article; zbMATH DE number 1222180 (Why is no real title available?) | 1999-03-07 | Paper |
Asymptotically optimal stopping rules in the presence of unknown parameters
Statistics & Probability Letters | 1999-02-03 | Paper |
A bound for higher moments of expected sample size in sequential testing
Statistics & Probability Letters | 1998-06-08 | Paper |
| scientific article; zbMATH DE number 1144331 (Why is no real title available?) | 1998-04-21 | Paper |
On consistency in nonparametric estimation under mixing conditions.
Journal of Multivariate Analysis | 1997-01-01 | Paper |
Games of stopping with infinite horizon
ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research | 1996-07-24 | Paper |
\(r\)-quick convergence for regenerative processes with applications to sequential analysis
Stochastic Processes and their Applications | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 176075 (Why is no real title available?) | 1993-05-18 | Paper |
| scientific article; zbMATH DE number 44415 (Why is no real title available?) | 1992-09-17 | Paper |
Bounds for optimal stopping regions in problems with nonlinear costs of observations
Sequential Analysis | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4203515 (Why is no real title available?) | 1990-01-01 | Paper |
Optimal strategies for discovering new species in continuous time
Journal of Applied Probability | 1989-01-01 | Paper |
On optimal stopping with nonlinear costs of observation
Sequential Analysis | 1988-01-01 | Paper |
Largest excess of boundary crossings for martingales
Metrika | 1987-01-01 | Paper |
On optimal stopping with concave costs of observation
Sequential Analysis | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4039060 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3999708 (Why is no real title available?) | 1986-01-01 | Paper |
Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
Stochastic Processes and their Applications | 1986-01-01 | Paper |
A general minimax theorem
Zeitschrift für Operations Research | 1985-01-01 | Paper |
On the expectation of the maximum for sums of independent random variables
Metrika | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4080679 (Why is no real title available?) | 1985-01-01 | Paper |
Optimal stopping for extremal processes
Stochastic Processes and their Applications | 1984-01-01 | Paper |
Extended optimality of sequential probability ratio tests
The Annals of Statistics | 1984-01-01 | Paper |
On the optimality of the sprt for processes with continuous time parameter
Series Statistics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3842897 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3759254 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3772797 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3748794 (Why is no real title available?) | 1981-01-01 | Paper |
Transitivity in problems of optimal stopping
The Annals of Probability | 1981-01-01 | Paper |
Locally most powerful sequential tests for stochastic processes
Stochastic Processes and their Applications | 1981-01-01 | Paper |
On the best choice problem with random population size
Zeitschrift für Operations Research | 1980-01-01 | Paper |
Note on the sign test in the presence of ties
The Annals of Statistics | 1980-01-01 | Paper |
Locally best tests for Gaussian processes
Metrika | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3680850 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3729197 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3741178 (Why is no real title available?) | 1980-01-01 | Paper |
Monotone stopping problems and continuous time processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3619082 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3633524 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3631066 (Why is no real title available?) | 1978-01-01 | Paper |
Decision theory for continuous observations: Minimax solutions
Metrika | 1977-01-01 | Paper |
On the measurability of conditional expectations
Pacific Journal of Mathematics | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3442989 (Why is no real title available?) | 1973-01-01 | Paper |
