Paul D. Feigin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Correction to: <i>Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments</i> by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985) Journal of Time Series Analysis	2020-11-20	Paper
Nonparametric tests and nested sequential sampling plans for change-point detection Journal of Mathematical Sciences (New York)	2017-08-25	Paper
Adaptive Designs to Maximize Power in Clinical Trials with Multiple Treatments Sequential Analysis	2014-04-30	Paper
Unbiased variance estimators in the parametric case Journal of Mathematical Sciences (New York)	2013-07-22	Paper
Approximate confidence limits for the difference between parameters of two Pólya distributions Communications in Statistics: Theory and Methods	2012-10-31	Paper
Designing a call center with an IVR (interactive voice response) Queueing Systems	2010-11-22	Paper
Workload forecasting for a call center: methodology and a case study The Annals of Applied Statistics	2010-04-21	Paper
Feasible parameter regions for alternative discrete state space models Statistics & Probability Letters	2008-11-25	Paper
Pólya distributions, combinatorial identities, and generalized stirling numbers Journal of Mathematical Sciences (New York)	2007-08-07	Paper
Embedded polynomial plans of random walks and their applications Journal of Mathematical Sciences (New York)	2007-08-07	Paper
On a Generalization of the Classical Random Sampling Scheme and Unbiased Estimation Communications in Statistics: Theory and Methods	2007-05-08	Paper
scientific article; zbMATH DE number 5032121 (Why is no real title available?)	2006-06-14	Paper
Testing of monotonicity in parametric regression models Journal of Statistical Planning and Inference	2003-04-03	Paper
On confidence limits for the difference of two binomial parameters Communications in Statistics: Theory and Methods	2001-02-27	Paper
Pitfalls of fitting autoregressive models for heavy-tailed time series Extremes	2000-03-01	Paper
Estimation for a class of positive nonlinear time series models Stochastic Processes and their Applications	1998-11-23	Paper
Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena Advances in Applied Probability	1998-04-05	Paper
Parameter estimation for moving averages with positive innovations The Annals of Applied Probability	1997-06-12	Paper
Testing for independence in heavy tailed and positive innovation time series Communications in Statistics. Stochastic Models	1996-05-20	Paper
Inference and martingale estimating equations for stochastic processes on a semigroup Journal of Statistical Planning and Inference	1995-02-12	Paper
Limit distributions for linear programming time series estimators Stochastic Processes and their Applications	1994-10-10	Paper
scientific article; zbMATH DE number 177215 (Why is no real title available?)	1993-05-18	Paper
Estimation for autoregressive processes with positive innovations Communications in Statistics. Stochastic Models	1993-01-17	Paper
Detection of concordance for extreme ranks Communications in Statistics: Theory and Methods	1989-01-01	Paper
Linear functionals and Markov chains associated with Dirichlet processes Mathematical Proceedings of the Cambridge Philosophical Society	1989-01-01	Paper
scientific article; zbMATH DE number 4121210 (Why is no real title available?)	1987-01-01	Paper
Intergroup diversity and concordance for ranking data: An approach via metrics for permutations The Annals of Statistics	1986-01-01	Paper
Asymptotic theory of conditional inference for stochastic processes Stochastic Processes and their Applications	1986-01-01	Paper
Correction Journal of Applied Probability	1986-01-01	Paper
RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS Journal of Time Series Analysis	1985-01-01	Paper
Stable convergence of semimartingales Stochastic Processes and their Applications	1985-01-01	Paper
A simple Markov model for the analysis of multiple air combat Naval Research Logistics Quarterly	1984-01-01	Paper
On the cadlaguity of random measures The Annals of Probability	1984-01-01	Paper
WEIGHTED AREA TECHNIQUES FOR EXPLICIT PARAMETER ESTIMATION IN MULTI-STAGE MODELS Australian Journal of Statistics	1983-01-01	Paper
On a strong Tauberian result Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1983-01-01	Paper
Asymptotic theory for measures of concordance with special reference to average Kendall tau The Annals of Statistics	1982-01-01	Paper
Asymptotic behaviour of integral functions connected with an infinite convolution of exponential densities for small values of the argument Journal of Mathematical Analysis and Applications	1982-01-01	Paper
Minimizing costs of sequential and parallel personnel testing programs Naval Research Logistics Quarterly	1982-01-01	Paper
Extreme-value properties of the explosion-time distribution in a pure birth process Journal of Applied Probability	1982-01-01	Paper
The geometric programming dual to the extinction probability problem in simple branching processes The Annals of Probability	1981-01-01	Paper
Conditional exponential families and a representation theorem for asymptotic inference The Annals of Statistics	1981-01-01	Paper
On the indifference zone approach to selection. A consistency result Annals of the Institute of Statistical Mathematics	1981-01-01	Paper
A class of martingales with non-symmetric limit distributions Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1981-01-01	Paper
Equivalent descriptions of perturbed Markov processes Stochastic Processes and their Applications	1979-01-01	Paper
On asymptotic ancillarity and inference for Yule and regular nonergodic processes Biometrika	1979-01-01	Paper
On the characterization of point processes with the order statistic property Journal of Applied Probability	1979-01-01	Paper
Some comments concerning a curious singularity Journal of Applied Probability	1979-01-01	Paper
The efficiency criteria problem for stochastic processes Stochastic Processes and their Applications	1978-01-01	Paper
scientific article; zbMATH DE number 3607355 (Why is no real title available?)	1978-01-01	Paper
A NOTE ON MAXIMUM LIKELIHOOD ESTIMATION FOR SIMPLE BRANCHING PROCESSES Australian Journal of Statistics	1977-01-01	Paper
Maximum likelihood estimation for stochastic processes - a martingale approach Bulletin of the Australian Mathematical Society	1976-01-01	Paper
Maximum likelihood estimation for continuous-time stochastic processes Advances in Applied Probability	1976-01-01	Paper
scientific article; zbMATH DE number 3604233 (Why is no real title available?)	1976-01-01	Paper
scientific article; zbMATH DE number 3640710 (Why is no real title available?)	1976-01-01	Paper

Research outcomes over time

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