Applications of weak convergence

BOOK CHAPTER published 6 October 2011 in Stochastic Processes

Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter

JOURNAL ARTICLE published April 1971 in The Annals of Mathematical Statistics

Authors: Jack Nadler | Naomi B. Robbins

Curve Estimates

JOURNAL ARTICLE published December 1971 in The Annals of Mathematical Statistics

Authors: Murray Rosenblatt

Exponentially Bounded Stopping Time of Sequential Probability Ratio Tests for Composite Hypotheses

JOURNAL ARTICLE published December 1971 in The Annals of Mathematical Statistics

Authors: R. A. Wijsman

The Bernstein-Von Mises Theorem for Markov Processes

JOURNAL ARTICLE published August 1971 in The Annals of Mathematical Statistics

Authors: J. Borwanker | G. Kallianpur | B. L. S. Prakasa Rao

Convergence in Distribution of Stochastic Integrals

JOURNAL ARTICLE published June 1970 in The Annals of Mathematical Statistics

Authors: Mark Brown

A Characterization of the Weak Convergence of Measures

JOURNAL ARTICLE published June 1961 in The Annals of Mathematical Statistics

Authors: Robert Bartoszynski

Identifying Probability Limits

JOURNAL ARTICLE published August 1971 in The Annals of Mathematical Statistics

Authors: Gordon Simons

On the Weak Convergence of Stochastic Processes.

JOURNAL ARTICLE published 1 December 1961 in MATHEMATICA SCANDINAVICA

Authors: Monroe D. Donsker

Maximal Average-Reward Policies for Semi-Markov Decision Processes With Arbitrary State and Action Space

JOURNAL ARTICLE published October 1971 in The Annals of Mathematical Statistics

Authors: Steven A. Lippman

On the Asymptotic Optimality of Spectral Analysis for Testing Hypotheses About Time Series

JOURNAL ARTICLE published August 1971 in The Annals of Mathematical Statistics

Authors: W. S. Liggett

Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes

JOURNAL ARTICLE published December 1953 in The Annals of Mathematical Statistics

Authors: Ulf Grenander | Murray Rosenblatt

Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes

JOURNAL ARTICLE published June 1971 in The Annals of Mathematical Statistics

Authors: Simeon M. Berman

A Sequential Student Test

JOURNAL ARTICLE published June 1971 in The Annals of Mathematical Statistics

Authors: Gideon Schwarz

Quadratic Subspaces and Completeness

JOURNAL ARTICLE published April 1971 in The Annals of Mathematical Statistics

Authors: Justus Seely

Equiconvergence of Martingales

JOURNAL ARTICLE published April 1971 in The Annals of Mathematical Statistics

Authors: Edward S. Boylan

Weak convergence of stochastic processes defined on semi-infinite time intervals

JOURNAL ARTICLE published 1963 in Proceedings of the American Mathematical Society

Authors: Charles Stone

The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums

JOURNAL ARTICLE published August 1971 in The Annals of Mathematical Statistics

Authors: Donald L. Iglehart | Ward Whitt

Dynamic Stochastic Processes

JOURNAL ARTICLE published March 1963 in The Annals of Mathematical Statistics

Authors: Bernt P. Stigum

Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses

JOURNAL ARTICLE published June 1953 in The Annals of Mathematical Statistics

Authors: A. Dvoretzky | J. Kiefer | J. Wolfowitz