The following pages link to Moments of Randomly Stopped Sums (Q5345355):
Displayed 43 items.
- Sequential estimation of the mean exponential survival time under random censoring (Q580856) (← links)
- On a class of stopping times for M-estimators (Q797943) (← links)
- Sequential estimation of ratio of normal parameters (Q920523) (← links)
- On efficient stopping times (Q1060518) (← links)
- Asymptotic expansions for the variance of stopping times in nonlinear renewal theory (Q1085884) (← links)
- Second order sequential estimation of the mean exponential survival time under random censoring (Q1121622) (← links)
- Sequential estimators and the Cramer-Rao lower bound (Q1149720) (← links)
- Stopping rules and tactics for processes indexed by a directed set (Q1152637) (← links)
- A note on second moment of a randomly stopped sum of independent variables (Q1195574) (← links)
- Generalized Wald equations in discrete time (Q1213245) (← links)
- Second order asymptotic optimality in sequential point estimation (Q1262666) (← links)
- A law of the iterated logarithm for geometrically weighted martingale difference sequences (Q1322913) (← links)
- On the sequential point estimation of the mean of a gamma distribution (Q1347195) (← links)
- Estimation after sequential selection and ranking (Q1359952) (← links)
- Herbert Robbins and sequential analysis (Q1429307) (← links)
- On the moments of some first passage times for sums of dependent random variables (Q1843266) (← links)
- Moments of randomly stopped sums -- revisited (Q1900325) (← links)
- Balanced importance resampling for Markov chains (Q1969150) (← links)
- Curve crossing for random walks reflected at their maximum (Q2373569) (← links)
- Delayed random walks (Q2561797) (← links)
- Second-Order Approximations to Two Classes of Sequential Estimation Procedures (Q2785890) (← links)
- Economical process adjustment with sampling interval (Q3125765) (← links)
- Conditions under which F. {N } = for tong's adaptive solution to ranking and selection problems (Q3308866) (← links)
- Efficient sequential estimation in finite-state markov processes (Q3319632) (← links)
- Seqrential point estimation in regression models with nonnormal errors (Q3492691) (← links)
- On the moments of some first passage times and the associated processes (Q3747429) (← links)
- On the attainment of the cramer-rao bound in the sequential case (Q3777269) (← links)
- Sequential point estimation of the mean when the distribution is unspecified (Q3891626) (← links)
- Sequential point estimation based on U-statistics (Q4206260) (← links)
- Economical process adjustment with measurement error (Q4240742) (← links)
- Local linear kernel estimation for discontinuous nonparametric regression functions (Q4246294) (← links)
- On-line control procedures for integrated moving average process of order one (Q4269507) (← links)
- Sequential estimation of the autoregressive parameters in ar(p) model (Q4351750) (← links)
- A bayesian approach to sequential estimation without using the (Q4368896) (← links)
- Über Stoppzeiten bei statistischen Probleme für homogene Prozesse mit unabhängigen Zuwächsen (Q4769722) (← links)
- Some invariance principles for rank statistics for testing independence (Q4769806) (← links)
- Sequential Estimation Of The Mean Logistic Response Function. (Q4943293) (← links)
- Sequential bounded risk point estimation of parameters of a negative exponential distribution (Q4944016) (← links)
- Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory (Q5312847) (← links)
- An invariance principle for reversed martingales (Q5610795) (← links)
- (Q5611461) (← links)
- An invariance principle for reversed martingales (Q5618137) (← links)
- Improved sequential procedures for estimating the percentile of a normal distribution (Q5929950) (← links)