Articles
1-36
Some problems in sequential analysis
37-42
A sequential Bayesian approach to estimating the dimension of a multinomial distribution
43-50
Parameter estimation in stochastic systems: some recent results and applications
51-65
On domination and sufficiency in sequential analysis
67-72
Sufficiency in linear models
73-84
A direct method of computation of the characteristics for SPRTs in the case of discrete random variables
85-93
On some minimax sequential decision problems with partial observability
95-114
Special sequential estimation problems in Markov processes
115-122
Optimal decision rules
123-131
Fixed precision estimation of a normal mean
133-179
A survey of sequential statistical analysis
181-192
Sufficiency in sequential experimental design problems
193-232
Sequential likelihood ratio tests
233-244
Notes on dependence with complete connections
233-1985244
Partial review of adaptive procedures
263-290
Transitivity and approximate transitivity in problems of optimal stopping
291-308
Possibilities of the determination of sample size in regression analysis: a review
309-319
Sequential confidence intervals based on robust estimators
321-326
A generalized fundamental identity
327-335
Some results on exponential families of Markov processes
337-356
Some parameter estimation problems for hypoelliptic homogeneous Gaussian diffusions
357-365
The recursive identification problem in control and signal processing applications
367-379
A modification of Sudakov's lemma and efficient sequential plans for some jump Markov processes
381-392
The characterization of efficient sequential plans for the Ornstein-Uhlenbeck velocity process
393-400
Limit theorems for Pareto-type distributions
401-414
An optimality-equation for discrete stochastic decision problems with general sets of admissible strategies
415-422
Stopping problems as special statistical decision problems
423-436
On computing the OC and ASN for some Markovian SPRT's
437-441
On calculating the Laplace transform of a special quadratic functional of the Ornstein-Uhlenbeck velocity process
443-453
Sequential and iterative designs of experiments
455-463
Some remarks on stable sequences of random variables
465-476
Sequential probability ratio tests for stochastic processes: a review note
477-484
About a fixed precision estimation of the parameter of uniform density
485-514
On the coverage probability of confidence sets based on a prior distribution
515-544
Recursive and sequential density estimation
545-554