Paul D. Feigin

Available identifiers

zbMath Open feigin.paul-davidMaRDI QIDQ607631

List of research outcomes

Publication	Date of Publication	Type
Correction to: Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985)	2020-11-20	Paper
Nonparametric tests and nested sequential sampling plans for change-point detection	2017-08-25	Paper
Adaptive Designs to Maximize Power in Clinical Trials with Multiple Treatments	2014-04-30	Paper
Unbiased variance estimators in the parametric case	2013-07-22	Paper
Approximate Confidence Limits for the Difference between Parameters of Two Pólya Distributions	2012-10-31	Paper
Designing a call center with an IVR (interactive voice response)	2010-11-22	Paper
Workload forecasting for a call center: methodology and a case study	2010-04-21	Paper
Feasible parameter regions for alternative discrete state space models	2008-11-25	Paper
Pólya distributions, combinatorial identities, and generalized stirling numbers	2007-08-07	Paper
Embedded polynomial plans of random walks and their applications	2007-08-07	Paper
On a Generalization of the Classical Random Sampling Scheme and Unbiased Estimation	2007-05-08	Paper
https://portal.mardi4nfdi.de/entity/Q5471854	2006-06-14	Paper
Testing of monotonicity in parametric regression models	2003-04-03	Paper
On confidence limits for the difference of two binomial parameters	2001-02-27	Paper
Pitfalls of fitting autoregressive models for heavy-tailed time series	2000-03-01	Paper
Estimation for a class of positive nonlinear time series models	1998-11-23	Paper
Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena	1998-04-05	Paper
Parameter estimation for moving averages with positive innovations	1997-06-12	Paper
Testing for independence in heavy tailed and positive innovation time series	1996-05-20	Paper
Inference and martingale estimating equations for stochastic processes on a semigroup	1995-02-12	Paper
Limit distributions for linear programming time series estimators	1994-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q4037065	1993-05-18	Paper
Estimation for autoregressive processes with positive innovations	1993-01-17	Paper
Detection of concordance for extreme ranks	1989-01-01	Paper
Linear functionals and Markov chains associated with Dirichlet processes	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4734606	1987-01-01	Paper
Intergroup diversity and concordance for ranking data: An approach via metrics for permutations	1986-01-01	Paper
Asymptotic theory of conditional inference for stochastic processes	1986-01-01	Paper
Correction	1986-01-01	Paper
Stable convergence of semimartingales	1985-01-01	Paper
RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS	1985-01-01	Paper
On the cadlaguity of random measures	1984-01-01	Paper
A simple Markov model for the analysis of multiple air combat	1984-01-01	Paper
WEIGHTED AREA TECHNIQUES FOR EXPLICIT PARAMETER ESTIMATION IN MULTI-STAGE MODELS	1983-01-01	Paper
On a strong Tauberian result	1983-01-01	Paper
Asymptotic theory for measures of concordance with special reference to average Kendall tau	1982-01-01	Paper
Asymptotic behaviour of integral functions connected with an infinite convolution of exponential densities for small values of the argument	1982-01-01	Paper
Minimizing costs of sequential and parallel personnel testing programs	1982-01-01	Paper
Extreme-value properties of the explosion-time distribution in a pure birth process	1982-01-01	Paper
The geometric programming dual to the extinction probability problem in simple branching processes	1981-01-01	Paper
Conditional exponential families and a representation theorem for asymptotic inference	1981-01-01	Paper
On the indifference zone approach to selection. A consistency result	1981-01-01	Paper
A class of martingales with non-symmetric limit distributions	1981-01-01	Paper
Equivalent descriptions of perturbed Markov processes	1979-01-01	Paper
On asymptotic ancillarity and inference for Yule and regular nonergodic processes	1979-01-01	Paper
On the characterization of point processes with the order statistic property	1979-01-01	Paper
Some comments concerning a curious singularity	1979-01-01	Paper
The efficiency criteria problem for stochastic processes	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4172794	1978-01-01	Paper
A NOTE ON MAXIMUM LIKELIHOOD ESTIMATION FOR SIMPLE BRANCHING PROCESSES	1977-01-01	Paper
Maximum likelihood estimation for stochastic processes - a martingale approach	1976-01-01	Paper
Maximum likelihood estimation for continuous-time stochastic processes	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4170123	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4199359	1976-01-01	Paper

Research outcomes over time

Doctoral students

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