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Issue

1985/16/1

Journal: Banach Center Publications
Year: 1985
Volume: 16
Number: 1

Articles

1-36

Some problems in sequential analysis

  • John A. Bather
37-42

A sequential Bayesian approach to estimating the dimension of a multinomial distribution

  • C. G. E. Boender
  • Ryszard Zieliński
43-50

Parameter estimation in stochastic systems: some recent results and applications

  • Vivek S. Borkar
51-65

On domination and sufficiency in sequential analysis

  • R. Dohler
67-72

Sufficiency in linear models

  • Hilmar Drygas
73-84

A direct method of computation of the characteristics for SPRTs in the case of discrete random variables

  • Karl-Heinz Eger
85-93

On some minimax sequential decision problems with partial observability

  • Elżbieta Ferenstein
95-114

Special sequential estimation problems in Markov processes

  • Jürgen Franz
115-122

Optimal decision rules

  • H. J. Girlich
123-131

Fixed precision estimation of a normal mean

  • Beniamin Goldys
133-179

A survey of sequential statistical analysis

  • Z. Govindarajulu
181-192

Sufficiency in sequential experimental design problems

  • H. Heckendorff
193-232

Sequential likelihood ratio tests

  • Sture Holm
233-244

Notes on dependence with complete connections

  • Marius Iosifescu
233-1985244

Partial review of adaptive procedures

  • M. Hušková
263-290

Transitivity and approximate transitivity in problems of optimal stopping

  • A. Irle
291-308

Possibilities of the determination of sample size in regression analysis: a review

  • W. Jahn
309-319

Sequential confidence intervals based on robust estimators

  • Jana Jurečková
321-326

A generalized fundamental identity

  • Küchler Ingeborg
327-335

Some results on exponential families of Markov processes

  • Uwe Küchler
337-356

Some parameter estimation problems for hypoelliptic homogeneous Gaussian diffusions

  • A. Le-Breton
  • M. Musiela
357-365

The recursive identification problem in control and signal processing applications

  • Lennart Ljung
367-379

A modification of Sudakov's lemma and efficient sequential plans for some jump Markov processes

  • R. Magiera
  • R. Różanski
381-392

The characterization of efficient sequential plans for the Ornstein-Uhlenbeck velocity process

  • R. Magiera
  • R. Różański
393-400

Limit theorems for Pareto-type distributions

  • A. De-Meyer
  • J. L. Teugels
401-414

An optimality-equation for discrete stochastic decision problems with general sets of admissible strategies

  • P. Heinz-Müller
415-422

Stopping problems as special statistical decision problems

  • Peter Neumann
423-436

On computing the OC and ASN for some Markovian SPRT's

  • Georgica Obreja
  • Gheorghita Zbaganu
437-441

On calculating the Laplace transform of a special quadratic functional of the Ornstein-Uhlenbeck velocity process

  • L. Partzsch
443-453

Sequential and iterative designs of experiments

  • Andrej Pázman
455-463

Some remarks on stable sequences of random variables

  • Z. Rychlik
465-476

Sequential probability ratio tests for stochastic processes: a review note

  • Norbert Schmitz
477-484

About a fixed precision estimation of the parameter of uniform density

  • Andrzej Sierociński
485-514

On the coverage probability of confidence sets based on a prior distribution

  • Charles M. Stein
515-544

Recursive and sequential density estimation

  • W. Wertz
545-554

A survey of sequential estimation in processes with independent increments

  • Wolfgang Winkler