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Found 72 Documents (Results 1–72)

Gittins index for simple family of Markov bandit processes with switching cost and no discounting. (English. Russian original) Zbl 1480.62020

Theory Probab. Appl. 64, No. 3, 355-364 (2019); translation from Teor. Veroyatn. Primen. 64, No. 3, 442-455 (2019).
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A posteriori integration of probabilities. Elementary theory. (English. Russian original) Zbl 1342.62005

Theory Probab. Appl. 60, No. 1, 62-87 (2016); translation from Teor. Veroyatn. Primen. 60, No. 1, 45-79 (2015).
MSC:  62C25 62-07 60A05 62P12 62P25
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Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives for independent observations. (English. Russian original) Zbl 1349.62370

Theory Probab. Appl. 56, No. 3, 420-442 (2012); translation from Teor. Veroyatn. Primen. 56, No. 3, 449-477 (2011).
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On strongly equivalent nonrandomized transition probabilities. (English. Russian original) Zbl 1232.60008

Theory Probab. Appl. 54, No. 2, 300-307 (2010); translation from Teor. Veroyatn. Primen. 54, No. 2, 399-406 (2009).
MSC:  60B05 60E05 62C05
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On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion. (English. Russian original) Zbl 1395.62253

Theory Probab. Appl. 53, No. 3, 519-536 (2009); translation from Teor. Veroyatn. Primen. 53, No. 3, 557-575 (2008).
MSC:  62M02 60J65 62C20
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Minimax sequential tests for many composite hypotheses. I. (English. Russian original) Zbl 1369.62087

Theory Probab. Appl. 52, No. 4, 565-579 (2008); translation from Teor. Veroyatn. Primen. 52, No. 4, 626-643 (2007).
MSC:  62G10 62C20 62L10
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Recursive estimation of a vector parameter under Bahadur risk. (English. Russian original) Zbl 0990.62072

Theory Probab. Appl. 45, No. 4, 589-603 (2000); translation from Teor. Veroyatn. Primen. 45, No. 4, 639-656 (2000).
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Adaptive spline estimates for nonparametric regression models. (English. Russian original) Zbl 0787.62044

Theory Probab. Appl. 37, No. 3, 521-529 (1992); translation from Teor. Veroyatn. Primen. 37, No. 3, 554-561 (1992).
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On asymptotically complete classes of tests in the problem of verification of composite hypotheses under contiguous alternatives. (English. Russian original) Zbl 0588.62034

Theory Probab. Appl. 30, 87-102 (1986); translation from Teor. Veroyatn. Primen. 30, No. 1, 78-91 (1985).
Reviewer: V.Olman
MSC:  62F05 62C07
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Asymptotic behavior of statistical estimators in the smooth case. I: Study of the likelihood ratio. (English. Russian original) Zbl 0273.62019

Theory Probab. Appl. 17, 445-462 (1972); translation from Teor. Veroyatn. Primen. 17, 469-486 (1972).
MSC:  62C10 62E20 62F15
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