MOMENTS AND LIMIT DISTRIBUTIONS OF SOME FIRST PASSAGE TIMES

被引：95

作者：

GUT, A ^{[1
]}

机构：

[1] UPPSALA UNIV,DEPT MATH,SYSSLOMANSGATAN 8,S-75223 UPPSALA,SWEDEN

来源：

ANNALS OF PROBABILITY | 1974年 / 2卷 / 02期

关键词：

D O I：

10.1214/aop/1176996709

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：277 / 308

页数：32

共 37 条

[1]

[Anonymous], 1954, Proceedings of the Royal Society of Edinburgh Section A Mathematical and Physical Sciences

[2]

[Anonymous], 1957, Acta Math. Acad. Sci. Hungar.

[3] LARGE-SAMPLE THEORY OF SEQUENTIAL ESTIMATION [J].

ANSCOMBE, FJ .

PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1952, 48 (04) :600-607

[4]

Billingsley P., 1968, Convergence of Probability Measures

[5]

Blackwell D, 1953, PACIFIC J MATH, V3, P315, DOI 10.2140/pjm.1953.3.315

[6] ON FIRST PASSAGE TIME FOR ONE CLASS OF PROCESSES WITH INDEPENDENT INCREMENTS [J].

BOROVKOV, AA .

THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (02) :331-&

[7] MARTINGALE TRANSFORMS [J].

BURKHOLD.DL .

ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06) :1494-&

[8] A RENEWAL THEOREM FOR RANDOM-VARIABLES WHICH ARE DEPENDENT OR NON-IDENTICALLY DISTRIBUTED [J].

CHOW, YS ;

ROBBINS, H .

ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (02) :390-&

[9] MOMENTS OF RANDOMLY STOPPED SUMS [J].

CHOW, YS ;

ROBBINS, H ;

TEICHER, H .

ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (03) :789-799

[10] ON MOMENTS OF SOME 1-SIDED STOPPING RULES [J].

CHOW, YS .

ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02) :382-&

← 1 2 3 4 →