Moments of Randomly Stopped Sums

Cited In (53)

Sequentially estimating the required optimal observed number of tagged items with bounded risk in the recapture phase under inverse binomial sampling
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Sequential point estimation of the mean when the distribution is unspecified
BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS
Matrices -- compensating the loss of anschauung
Sequential bounded risk point estimation of parameters of a negative exponential distribution
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An invariance principle for reversed martingales
Über Stoppzeiten bei statistischen Probleme für homogene Prozesse mit unabhängigen Zuwächsen
Second-Order Approximations to Two Classes of Sequential Estimation Procedures
Economical process adjustment with measurement error
Local linear kernel estimation for discontinuous nonparametric regression functions
On a class of stopping times for M-estimators
On-line control procedures for integrated moving average process of order one
An invariance principle for reversed martingales
Second order asymptotic optimality in sequential point estimation
Conditions under which F. {N } = for tong's adaptive solution to ranking and selection problems
Sequential estimation of the mean exponential survival time under random censoring
Herbert Robbins and sequential analysis
Stopping rules and tactics for processes indexed by a directed set
On the moments of some first passage times and the associated processes
A law of the iterated logarithm for geometrically weighted martingale difference sequences
Efficient sequential estimation in finite-state markov processes
Moments of randomly stopped sums -- revisited
Sequential estimators and the Cramer-Rao lower bound
Economical process adjustment with sampling interval
A note on second moment of a randomly stopped sum of independent variables
Seqrential point estimation in regression models with nonnormal errors
On the attainment of the cramer-rao bound in the sequential case
Sequential point estimation based on U-statistics
Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem
On the moments of some first passage times for sums of dependent random variables
Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory
Sequential estimation of the autoregressive parameters in ar(p) model
A nonparametric sequential learning procedure for estimating the pure premium
Some invariance principles for rank statistics for testing independence
Sequential estimation of ratio of normal parameters
On the sequential point estimation of the mean of a gamma distribution
Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
Sequential point estimation procedures for the parameter of a family of distributions
Estimation after sequential selection and ranking
Balanced importance resampling for Markov chains
Improved sequential procedures for estimating the percentile of a normal distribution
Curve crossing for random walks reflected at their maximum
Generalized Wald equations in discrete time
A bayesian approach to sequential estimation without using the
Editor's Special Invited Paper: Sequential Estimation for Time Series Models
On efficient stopping times
Delayed random walks
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
A personal celebration of Dr. D. Basu with emphasis on examples-counterexamples-clarifications
Encounters with Martingales in Statistics and Stochastic Optimization

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