On the expansion for expected sample size in nonlinear renewal theory

DOI10.1214/aop/1176993795zbMath0493.60089OpenAlexW2029135645MaRDI QIDQ1168652

Charles Hagwood, Michael B. Woodroofe

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993795

zbMATH Keywords

uniform integrabilitynonlinear renewal theoryexcess over boundaryfirst exitsladder epochs and heights

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Renewal theory (60K05)

Related Items (9)

Sequential point estimation of parameters in a threshold AR(1) model ⋮ Asymptotic expansions for the variance of stopping times in nonlinear renewal theory ⋮ First passage times for perturbed random walks ⋮ Second order sequential estimation of the mean exponential survival time under random censoring ⋮ Nonlinear renewal theory under growth conditions ⋮ Sequential estimation of the autoregressive parameter in a first order autoregressive process ⋮ Two comparison theorems for nonlinear first passage times and their linear counterparts ⋮ Sequential point estimation based on U-statistics ⋮ A martingale approach for detecting the drift of a Wiener process

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