On the expansion for expected sample size in nonlinear renewal theory

DOI10.1214/AOP/1176993795MaRDI QIDQ1168652zbMATH OpenOpenAlexFDO

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)

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

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