On calculating the Laplace transform of a special quadratic functional of the Ornstein-Uhlenbeck velocity process
On Estimating the Reliability After Sequentially Estimating the Mean: The Exponential Case.
On minimax sequential estimation of the mean value of a stationary Gaussian Markov process
On minimax sequential procedures for exponential families of stochastic processes
The problem of finding minimax sequential estimation procedures for stochastic processes is considered. It is assumed that in addition to the loss associated with the error of estimation a cost of observing the process is incurred. A class of minimax sequential procedures is derived explicitly for a one-parameter exponential family of stochastic processes. The minimax sequential procedures are presented in some special models, in particular, for estimating a parameter of exponential families of...
On sequential and fixed designs for estimation with comparisons and applications.
A fully sequential approach to the estimation of the difference of two population means for distributions belonging to the exponential family of distributions is adopted and compared with the best fixed design. Results on the lower bound for the Bayes risk due to estimation and expected costs are presented and shown to be of first order efficiency. Applications involving the Poisson and exponential distributions with gamma priors as well as the Bernouilli distribution with beta priors are given....
On Sequential Comparisons of Means of First-Order Autoregressive Models.
On sequential minimax estimation for the exponential class of processes
On the approximation of some optimal sequential plan
On the Asymptotic Behaviour of Linear Learning Processes with Partial Forgetting.
On the inequality of Cramér-Rao type in sequential estimation theory
Optimum stopping rules on the sequence of statistically dependent vectors