| |
| |
 |
Sequential Detection of Drift Change for Brownian Motion with Unknown Sign,
with I. Maahs,
Georgian Mathematical Journal 15, 713-730 (2008).
|
| |
Optimal stopping via measure transformation: the Beibel-Lerche approach,
with M. Urusov,
Stochastics 79, 275-291 (2007).
|
| |
Sequential Bayes Detection of Trend Changes, with M. Beibel,
Foundations of Statistical Inference,
Proceedings of the Shoresh Conference 2000,
Eds.: Y. Haitovsky, H.R. Lerche, Y. Ritov, Physika Verlag, 117-130 (2003).
|
|
Maximally Selected Rank Statistics for Dose-Response Problems,
with B. Lausen und M. Schumacher, Biometrical Journal 44, 1-17 (2002).
(pdf)
|
|
Optimal stopping of regular diffusions under random
discounting, with M. Beibel, Theory of Probability and Its Applications 45,
657-669 (2000).
(pdf)
|
|
A New Look at Optimal Stopping Problems related to Mathematical
Finance, with M. Beibel, Statistica Sinica 7, 93-108 (1997).
(pdf)
|
|
A nonlinear parking problem, with M. Woodroofe und R. Keener,
Sequential Analysis 14, 247-272 (1995).
|
|
The Blackwell prediction algorithm for infinite 0-1 sequences,
and a generalization, with J. Sarkar,
Statistical Decision Theory and Related Topics V,
Eds.: S.S. Gupta, J.O. Berger, Springer Verlag, 503-511 (1994).
(pdf)
|
|
A generalized parking problem, with R. Keener und M. Woodroofe,
Statistical Decision Theory and Related Topics V, Eds.: S.S. Gupta,
J.O. Berger, Springer Verlag, 523-532 (1994).
(pdf)
|
|
A refined large deviation principle for Brownian motion and its
application to boundary crossing, with M. Beibel,
Stochastic Processes and Their Applications, 51, 269-276 (1994).
|
|
Approximate Exit Probabilities for a Brownian Bridge on a Short
Time Interval and Applications, with D. Siegmund,
Adv. Appl. Probab., 21, 1-19 (1989).
(pdf)
|
|
An optimal property of the repeated significance test,
Proc. Nat. Acad. Sci. U.S.A. 83, 1546-1548 (1986).
(pdf)
|
|
The shape of Bayes tests of power one,
Annals of Statistics 14, 1030-1048 (1986).
|
|
Asymptotic densities of stopping times associated with tests of
power one, with C. Jennen,
Z. Wahrscheinlichkeitstheorie verw. Geb. 61, 501-511 (1982).
|
|
Fluctuations of posterior distributions of quadratically
differentiable experiments,
Z. Wahrscheinlichkeitstheorie verw. Geb. 59, 223-238 (1982).
|
|
First exit densities of Brownian motion through one-sided
moving boundaries, with C. Jennen,
Z. Wahrscheinlichkeitstheorie verw. Geb. 55, 133-148 (1981).
|
|
The law of the iterated logarithm for posterior distributions,
"Proceedings of the Conference on Probability Theory", Brasov,
Romania 1979, 347-355 (1981).
|
|
|
