18 citations to https://www.mathnet.ru/rus/mzm9926
  1. T. N. Sriram, S. Yaser Samadi, “Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model”, Sequential Analysis, 38:3 (2019), 411  crossref
  2. Victor V. Konev, Sergey E. Vorobeychikov, “Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises”, Sequential Analysis, 36:1 (2017), 55  crossref
  3. Alexander Goldenshluger, Leonid Mirkin, “On Minimum-Variance Event-Triggered Control”, IEEE Control Syst. Lett., 1:1 (2017), 32  crossref
  4. T. N. Sriram, Ross Iaci, “Editor's Special Invited Paper: Sequential Estimation for Time Series Models”, Sequential Analysis, 33:2 (2014), 136  crossref
  5. T. N. Sriram, Ross Iaci, “Authors' Response”, Sequential Analysis, 33:2 (2014), 194  crossref
  6. Т. В. Емельянова, В. В. Конев, “О последовательном оценивании параметров непрерывной авторегрессии”, Вестн. Томск. гос. ун-та. Матем. и мех., 2013, № 5(25), 12–25  mathnet
  7. ENRICO BIBBONA, SUSANNE DITLEVSEN, “Estimation in Discretely Observed Diffusions Killed at a Threshold”, Scandinavian J Statistics, 40:2 (2013), 274  crossref
  8. Jaya P. N. Bishwal, “Sufficiency and Rao-Blackwellization of Vasicek Model”, Theory Stoch. Process., 17(33):1 (2011), 12–15  mathnet  mathscinet  zmath
  9. Wiley Series in Probability and Statistics, Statistical Inference for Fractional Diffusion Processes, 2010, 239  crossref
  10. B.L.S. Prakasa Rao, “Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion”, Sequential Analysis, 24:2 (2005), 189  crossref
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