Vol. 17 No. 1 (1992): Volume 17, 1992

Published: 1992-02-01

Article

Foreword

Aleksander V. Melnikov, Hannu Niemi, Albert N. Shiryaev, Esko Valkeila

3
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Stochastic search algorithm with an application to multidimensional integration

K.A. Borovkov

5-10
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Central limit theorem for the solution of the multidimensional Burgers equation with random data

A.V. Bulinskii

11-22
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Optimal transmission of Gaussian signals involving cost of feedback

O.A. Glonti, L.G. Jamburia

23-28
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On quasi-score processes

A.A. Gushchin

29-38
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Weak convergence of the simulated annealing process in general state space

Heikki Haario, Eero Saksman

39-50
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Nonlinear autoregression in the theory of signal compression

Timo Koski

51-64
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On minimum distance estimation for spatial Poisson process

Yu.A. Kutoyants, F. Liese

65-71
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Recognizing the three best of a sequence

A. Lehtinen

73-79
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On convergence rates in one-sided law of large numbers

A.I. Martikainen

81-84
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Consistent statistical estimation in semimartingale models of stochastic approximation

A.V. Melnikov, A.E. Rodkina

85-91
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On the angle for stationary random fields

A.G. Miamee, H. Niemi

93-103
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Martingale-difference Gibbs random fields and central limit theorem

B.S. Nahapetian, A.N. Petrosian

105-110
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On reparametrization and asymptotically optimal minimax estimation in a generalized autoregressive model

S.M. Pergamentshikov, A.N. Shiryaev

111-116
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Generalizations of Rosenthal's inequalities

V.V. Petrov

117-121
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Cutting Markovian trees

Paavo Salminen

123-137
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A note on the convergence of moments and the martingale central limit theorem

Esko Valkeila

139-149
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