Vol 17 Nr 1 (1992): Volume 17, 1992

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

  • PDF (English)

• Optimal transmission of Gaussian signals involving cost of feedback

  O.A. Glonti, L.G. Jamburia

  23-28

  • PDF (English)

• 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

  • PDF (English)

• 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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