The following pages link to M. T. Wasan (Q920526):
Displayed 28 items.
- Time integrated least squares estimators of regression parameters of independent stochastic processes (Q920527) (← links)
- Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity (Q1172335) (← links)
- Weighted least squares estimates in linear regression models for processes with uncorrelated increments (Q1374641) (← links)
- Differential representation of a bivariate inverse Gaussian process (Q2559870) (← links)
- (Q3031810) (← links)
- (Q3214228) (← links)
- (Q3216022) (← links)
- Some results on first order stochastic models and estimation for diffusion approximation of the multitype galton–watson process (Q3344950) (← links)
- (Q3796520) (← links)
- (Q3813099) (← links)
- (Q3888398) (← links)
- (Q3920398) (← links)
- (Q4045476) (← links)
- (Q4076578) (← links)
- (Q4197853) (← links)
- (Q4205664) (← links)
- (Q4315910) (← links)
- (Q4747407) (← links)
- Analysis of transient behaviour of certain processes with return to a central state (Q4748959) (← links)
- (Q4769746) (← links)
- Characterization of certain stochastic processes (Q4771962) (← links)
- Sequential Optimum Procedures for Unbiased Estimation of a Binomial Parameter (Q5336780) (← links)
- Sufficient Conditions for a First Passage Time Process to be that of Brownian Motion (Q5576053) (← links)
- (Q5585839) (← links)
- (Q5587589) (← links)
- Bivariate time distribution of Brownian motion (Q5592692) (← links)
- (Q5609816) (← links)
- (Q5633402) (← links)