The following pages link to Paul D. Feigin (Q607631):
Displaying 30 items.
- (Q354852) (redirect page) (← links)
- Unbiased variance estimators in the parametric case (Q354853) (← links)
- Designing a call center with an IVR (interactive voice response) (Q607632) (← links)
- Stable convergence of semimartingales (Q762829) (← links)
- On the cadlaguity of random measures (Q795404) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Workload forecasting for a call center: methodology and a case study (Q965108) (← links)
- Pólya distributions, combinatorial identities, and generalized stirling numbers (Q997723) (← links)
- Embedded polynomial plans of random walks and their applications (Q997728) (← links)
- Asymptotic theory for measures of concordance with special reference to average Kendall tau (Q1056489) (← links)
- Intergroup diversity and concordance for ranking data: An approach via metrics for permutations (Q1083150) (← links)
- Asymptotic theory of conditional inference for stochastic processes (Q1087283) (← links)
- Equivalent descriptions of perturbed Markov processes (Q1133246) (← links)
- The geometric programming dual to the extinction probability problem in simple branching processes (Q1158888) (← links)
- Conditional exponential families and a representation theorem for asymptotic inference (Q1159939) (← links)
- On the indifference zone approach to selection. A consistency result (Q1161215) (← links)
- Asymptotic behaviour of integral functions connected with an infinite convolution of exponential densities for small values of the argument (Q1169746) (← links)
- The efficiency criteria problem for stochastic processes (Q1248316) (← links)
- Estimation for a class of positive nonlinear time series models (Q1272160) (← links)
- Inference and martingale estimating equations for stochastic processes on a semigroup (Q1330194) (← links)
- Limit distributions for linear programming time series estimators (Q1332320) (← links)
- Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
- Testing of monotonicity in parametric regression models (Q1866206) (← links)
- Pitfalls of fitting autoregressive models for heavy-tailed time series (Q1966374) (← links)
- Nonparametric tests and nested sequential sampling plans for change-point detection (Q2400053) (← links)
- Approximate Confidence Limits for the Difference between Parameters of Two Pólya Distributions (Q3168544) (← links)
- Minimizing costs of sequential and parallel personnel testing programs (Q3328249) (← links)
- A simple Markov model for the analysis of multiple air combat (Q3335554) (← links)
- On a Generalization of the Classical Random Sampling Scheme and Unbiased Estimation (Q3436013) (← links)
- Correction to: <i>Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments</i> by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985) (Q5135329) (← links)
