Multidimensional Poisson walks
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Publication:1101784
DOI10.1007/BF01085105zbMATH Open0642.60050MaRDI QIDQ1101784FDOQ1101784
Authors: Yu. Belyaev, Ya. P. Lumen'skij 
Publication date: 1978
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
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Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50)
Cites Work
- Title not available (Why is that?)
- Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses
- Title not available (Why is that?)
- The Efficiency of Sequential Estimates and Wald's Equation for Sequential Processes
- Minimum variance unbiased estimation of the distribution function admitting a sufficient statistics
- A Method of Sequential Estimation Applicable to the Hypergeometric, Binomial, Poisson, and Exponential Distributions
Cited In (10)
- Multivariate versions of dimension walks and Schoenberg measures
- Multidimensional random walk with reflections
- Embedded polynomial plans of random walks and their applications
- Unbiased estimation for negative-binomial random walks
- Poisson path integrals of the ``Riemann kind
- Multi-mode multi-dimensional systems with Poissonian sequencing
- Nonparametric tests and nested sequential sampling plans for change-point detection
- Poisson random walks with alternating jumps and Newtonian mechanics
- On a Generalization of the Classical Random Sampling Scheme and Unbiased Estimation
- On estimating reliability function for the family of power series distribution
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