The following pages link to Albrecht Irle (Q329057):
Displaying 50 items.
- Classification error in multiclass discrimination from Markov data (Q329059) (← links)
- A statistical equilibrium model of competitive firms (Q428028) (← links)
- Financial mathematics. The evaluation of derivatives. (Q444621) (← links)
- Convergence of switching diffusions (Q491929) (← links)
- Optimal stopping for extremal processes (Q595267) (← links)
- On the properties of a multiple sequential test (Q604639) (← links)
- (Q689048) (redirect page) (← links)
- A note on dilations and martingales (Q689049) (← links)
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
- Benefit sharing in holding situations (Q707151) (← links)
- Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
- Sequential linear rank tests for two-sample censored survival data (Q799060) (← links)
- Extended optimality of sequential probability ratio tests (Q800674) (← links)
- Revealed preference and differentiable demand (Q813232) (← links)
- A nonsymmetric sequential test (Q813890) (← links)
- On-line detection of a part of a sequence with unspecified distribution (Q951210) (← links)
- A note on pasting conditions for the American perpetual optimal stopping problem (Q1003793) (← links)
- Finite difference approximation for stochastic optimal stopping problems with delays (Q1008794) (← links)
- On optimal matchings (Q1056968) (← links)
- On efficient stopping times (Q1060518) (← links)
- On the expectation of the maximum for sums of independent random variables (Q1068448) (← links)
- On disorder problem with point processes (Q1083758) (← links)
- Asymptotic expansions for the variance of stopping times in nonlinear renewal theory (Q1085884) (← links)
- An optimal stopping problem with finite horizon for sums of i.i.d. random variables (Q1098165) (← links)
- A stopped Brownian motion formula with two sloping line boundaries (Q1098179) (← links)
- A dynamic sampling approach for detecting a change in distribution (Q1111290) (← links)
- Asymptotically optimal stopping rules in the presence of unknown parameters (Q1129454) (← links)
- Locally best tests for Gaussian processes (Q1137844) (← links)
- Note on the sign test in the presence of ties (Q1154193) (← links)
- Transitivity in problems of optimal stopping (Q1157075) (← links)
- (Q1161021) (redirect page) (← links)
- Locally most powerful sequential tests for stochastic processes (Q1161022) (← links)
- Optimal switching for two-parameter stochastic processes (Q1176534) (← links)
- Random stopping sets in a sequential analysis of random measures and fields (Q1194007) (← links)
- Sharp inequalities for optimal stopping with rewards based on ranks (Q1198584) (← links)
- Decision theory for continuous observations: Minimax solutions (Q1242394) (← links)
- On the measurability of conditional expectations (Q1246192) (← links)
- Optimal stopping inequalities for the integral of Brownian paths (Q1269069) (← links)
- Control problems for Markov processes with memory (Q1286309) (← links)
- On patterns in sequences of random events (Q1295737) (← links)
- A model and methods of uniformly optimal stochastic control (Q1319759) (← links)
- Sharp inequality for randomly stopped sums of independent non-negative random variables (Q1332317) (← links)
- On consistency in nonparametric estimation under mixing conditions. (Q1369670) (← links)
- A bound for higher moments of expected sample size in sequential testing (Q1373982) (← links)
- A bound on the expected overshoot for some concave boundaries (Q1377363) (← links)
- Application of the Rao-Cramer inequality in problems of nonlinear estimation (Q1386924) (← links)
- Correlation characteristics of a linear system with a retarded noise (Q1387081) (← links)
- Coherent cost-sharing rules (Q1593750) (← links)
- A measure-theoretic approach to completeness of financial markets (Q1771302) (← links)
- Largest excess of boundary crossings for martingales (Q1821425) (← links)
