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
Stability and other limit laws for exit times of random walks from a strip or a halfplane
Stability estimating in optimal sequential hypotheses testing
We study the stability of the classical optimal sequential probability ratio test based on independent identically distributed observations when testing two simple hypotheses about their common density : versus . As a functional to be minimized, it is used a weighted sum of the average (under ) sample number and the two types error probabilities. We prove that the problem is reduced to stopping time optimization for a ratio process generated by with the density . For being the corresponding...
Statistical Inference about the Drift Parameter in Stochastic Processes
In statistical inference on the drift parameter in the Wiener process with a constant drift there is a large number of options how to do it. We may, for example, base this inference on the properties of the standard normal distribution applied to the differences between the observed values of the process at discrete times. Although such methods are very simple, it turns out that more appropriate is to use the sequential methods. For the hypotheses testing about the drift parameter it is more...
Stetige stochastische Approximation.
Stochastic approximations in the presence of trend
Stochastic approximations of the solution of a full Boltzmann equation with small initial data