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Sequential analysis

  • Optimal Stopping and Free-Boundary Problemsby Goran Peskir; Albert Shiryaev

    Springer 2006; US$ 69.95

    Covers a connection between optimal stopping and free-boundary problems. This book uses minimal tools and focuses on key examples. It exposes the general theory of optimal stopping, at its basic principles in both discrete and continuous time. It is useful for graduate and postgraduate students, researchers, and practitioners. more...

  • Sequential Estimationby Malay Ghosh; Nitis Mukhopadhyay; Pranab Kumar Sen

    Wiley 2011; US$ 209.00

    The only comprehensive guide to the theory and practice of one of today's most important probabilistic techniques The past 15 years have witnessed many significant advances in sequential estimation, especially in the areas of three-stage and nonparametric methodology. Yet, until now, there were no references devoted exclusively to this rapidly growing... more...

  • Sequential Stochastic Optimizationby R. Cairoli; Robert C. Dalang

    Wiley 2011; US$ 213.00

    Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential... more...

  • Statistics and Measurement Concepts with OpenStatby William Miller

    Springer 2012; US$ 49.95

    This reference manual for the OpenStat software, an open-source software developed by William Miller, covers a broad spectrum of statistical methods and techniques.  A unique feature is its compatibility with many other statistical programs. OpenStat users are researchers and students in the social sciences, education,... more...

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