Moments of Randomly Stopped Sums

From MaRDI portal
Publication:5345355

DOI10.1214/aoms/1177700053zbMath0134.35601OpenAlexW4250860911WikidataQ106697401 ScholiaQ106697401MaRDI QIDQ5345355

Herbert Robbins, Yuan-Shih Chow, Henry Teicher

Publication date: 1965

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

Full work available at URL: https://doi.org/10.1214/aoms/1177700053



Related Items

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