论文信息 - Sequential analysis of dependent observations. I - 字舞流文

Sequential analysis of dependent observations. I

R. M. Phatarfod

[1] O. Perron. Zur Theorie der Matrices , 1907 .

[2] Abraham Wald,et al. Differentiation Under the Expectation Sign in the Fundamental Identity of Sequential Analysis , 1946 .

[3] J. Kiefer,et al. An Introduction to Stochastic Processes. , 1956 .

[4] R. Bellman. On a generalization of the fundamental identity of Wald , 1957, Mathematical Proceedings of the Cambridge Philosophical Society.

[5] S. R. Broadbent,et al. The Inspection of a Markov Process , 1958 .

[6] M. Tweedie. Generalizations of Wald's fundamental identity of sequential analysis to Markov chains , 1960 .

[7] H. D. Miller. Absorption Probabilities for Sums of Random Variables Defined on a Finite Markov Chain , 1962, Mathematical Proceedings of the Cambridge Philosophical Society.