Sequential estimation of the transition intensities in Markov processes with migration
Sequential Fixed-Width Confidence Bands for Distribution Functions Under Random Censoring.
Sequential likelihood ratio tests
Sequential monitoring for change in scale
We propose a sequential monitoring scheme for detecting a change in scale. We consider a stable historical period of length . The goal is to propose a test with asymptotically small probability of false alarm and power 1 as the length of the historical period tends to infinity. The asymptotic distribution under the null hypothesis and consistency under the alternative hypothesis is derived. A small simulation study illustrates the finite sample performance of the monitoring scheme.
Sequential point and interval estimation of scale parameter of exponential distribution.
Sequential probability ratio tests for stochastic processes: a review note
Sequential risk-efficient estimation of the parameter in the uniform density.
Sequential Simultaneous Estimation of the Mean and Variance: The Rate of Convergence.
Sequential statistical structures
Simultaneous Estimation After Selection and Ranking and Other Procedures: The Negative Exponential Case.
Solutions bayésiennes en théorie de la décision statistique
Some Best Possible Results for a Discounted One Armed Bandit.
Some investigations in minimax estimation theory [Book]
Some notes on Rayleigh dirstribution
Some parameter estimation problems for hypoelliptic homogeneous Gaussian diffusions
Some problems in sequential analysis
Some Remarks on the Average Sample Number of Sequential and Non-Sequential Tests.
Some Results About Averaging in Stochastic Approximation.
Spatial scan statistics adjusted for multiple clusters.
Special sequential estimation problems in Markov processes