Moments of Randomly Stopped Sums

Cited in

(53)

Some invariance principles for rank statistics for testing independence
Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
Sequential bounded risk point estimation of parameters of a negative exponential distribution
Conditions under which F. {N } = for tong's adaptive solution to ranking and selection problems
Economical process adjustment with sampling interval
A note on second moment of a randomly stopped sum of independent variables
Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
Sequential estimation of the mean exponential survival time under random censoring
Sequential estimation of ratio of normal parameters
Seqrential point estimation in regression models with nonnormal errors
A law of the iterated logarithm for geometrically weighted martingale difference sequences
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
On efficient stopping times
Efficient sequential estimation in finite-state markov processes
Matrices -- compensating the loss of anschauung
Block bootstrap consistency under weak assumptions
An invariance principle for reversed martingales
Über Stoppzeiten bei statistischen Probleme für homogene Prozesse mit unabhängigen Zuwächsen
Second order sequential estimation of the mean exponential survival time under random censoring
Second order asymptotic optimality in sequential point estimation
Sequentially estimating the required optimal observed number of tagged items with bounded risk in the recapture phase under inverse binomial sampling
On the moments of some first passage times for sums of dependent random variables
On a class of stopping times for M-estimators
Moments of randomly stopped sums -- revisited
A bayesian approach to sequential estimation without using the
Estimation after sequential selection and ranking
Delayed random walks
Sequential Estimation Of The Mean Logistic Response Function.
Sequential point estimation of the mean when the distribution is unspecified
Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory
Sequential point estimation based on U-statistics
Sequential point estimation procedures for the parameter of a family of distributions
Sequential estimation of the autoregressive parameters in ar(p) model
scientific article; zbMATH DE number 3333814 (Why is no real title available?)
Second-Order Approximations to Two Classes of Sequential Estimation Procedures
Balanced importance resampling for Markov chains
On the sequential point estimation of the mean of a gamma distribution
Economical process adjustment with measurement error
Sequential estimators and the Cramer-Rao lower bound
On the attainment of the cramer-rao bound in the sequential case
Local linear kernel estimation for discontinuous nonparametric regression functions
Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem
A nonparametric sequential learning procedure for estimating the pure premium
Curve crossing for random walks reflected at their maximum
Improved sequential procedures for estimating the percentile of a normal distribution
Generalized Wald equations in discrete time
On-line control procedures for integrated moving average process of order one
Sequential estimation for time series models
An invariance principle for reversed martingales
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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