On the expansion for expected sample size in nonlinear renewal theory

DOI10.1214/AOP/1176993795zbMATH Open0493.60089OpenAlexW2029135645MaRDI QIDQ1168652FDOQ1168652

Authors: Charles Hagwood, Michael Woodroofe 

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993795

zbMATH Keywords

uniform integrabilitynonlinear renewal theoryexcess over boundaryfirst exitsladder epochs and heights

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Renewal theory (60K05)

Cited In (9)

• A martingale approach for detecting the drift of a Wiener process
• Sequential estimation of the autoregressive parameter in a first order autoregressive process
• Sequential point estimation of parameters in a threshold AR(1) model
• First passage times for perturbed random walks
• Sequential point estimation based on U-statistics
• Nonlinear renewal theory under growth conditions
• Two comparison theorems for nonlinear first passage times and their linear counterparts
• Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
• Second order sequential estimation of the mean exponential survival time under random censoring

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