The following pages link to On efficient stopping times (Q1060518):
Displaying 16 items.
- On average cost stopping time problems (Q806159) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Exponential families of stochastic processes and Lévy processes (Q1330193) (← links)
- Optimum statistical inference from randomly stopped random processes (Q1330195) (← links)
- Statistical information and expected number of observations for sequential experiments (Q1361677) (← links)
- On exponential families of Markov processes (Q1378771) (← links)
- The simple analytics of sudden stops (Q2416011) (← links)
- Sequentlal estimarion in exponential-type processes under random initial conditions (Q3033157) (← links)
- Efficient sequential estimation in finite-state markov processes (Q3319632) (← links)
- A Note on the attainment of the cramér-rao bound in the sequential case (Q3359611) (← links)
- (Q3740738) (← links)
- Efficient sequential estimation in a markov branching process with immigration (Q3740853) (← links)
- On the moments of some first passage times and the associated processes (Q3747429) (← links)
- On the attainment of the cramer-rao bound in the sequential case (Q3777269) (← links)
- A sequential estimation procedure for m-dimensional gaussian processes with independent inerements (Q4322952) (← links)
- Excursions height- and length-related stopping times, and application to finance (Q4706209) (← links)
