| 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 |
Linear functionals and Markov chains associated with Dirichlet processes Mathematical Proceedings of the Cambridge Philosophical Society | 1989-01-01 | Paper |
Detection of concordance for extreme ranks Communications in Statistics: Theory and Methods | 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 |
On the cadlaguity of random measures The Annals of Probability | 1984-01-01 | Paper |
A simple Markov model for the analysis of multiple air combat Naval Research Logistics Quarterly | 1984-01-01 | Paper |
On a strong Tauberian result Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1983-01-01 | Paper |
WEIGHTED AREA TECHNIQUES FOR EXPLICIT PARAMETER ESTIMATION IN MULTI-STAGE MODELS Australian Journal of Statistics | 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 |
Conditional exponential families and a representation theorem for asymptotic inference The Annals of Statistics | 1981-01-01 | Paper |
The geometric programming dual to the extinction probability problem in simple branching processes The Annals of Probability | 1981-01-01 | Paper |
A class of martingales with non-symmetric limit distributions Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 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 |
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 |
On asymptotic ancillarity and inference for Yule and regular nonergodic processes Biometrika | 1979-01-01 | Paper |
Equivalent descriptions of perturbed Markov processes Stochastic Processes and their Applications | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3607355 (Why is no real title available?) | 1978-01-01 | Paper |
The efficiency criteria problem for stochastic processes Stochastic Processes and their Applications | 1978-01-01 | Paper |
A NOTE ON MAXIMUM LIKELIHOOD ESTIMATION FOR SIMPLE BRANCHING PROCESSES Australian Journal of Statistics | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3640710 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3604233 (Why is no real title available?) | 1976-01-01 | Paper |
Maximum likelihood estimation for continuous-time stochastic processes Advances in Applied Probability | 1976-01-01 | Paper |
Maximum likelihood estimation for stochastic processes - a martingale approach Bulletin of the Australian Mathematical Society | 1976-01-01 | Paper |