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Sequential Analysis
Design Methods and Applications
Volume 22, 2003 - Issue 1-2
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Original Articles

Non-linear Renewal Theory with Stationary Perturbations

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Pages 55-74 | Received 01 Nov 2001, Published online: 17 Aug 2006

References

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  • Lai , T.L. and Siegmund , D.O. 1977 . A non-linear renewal theory with applications to sequential analysis, I . Ann. Statist. , 5 : 946 – 954 .
  • Lai , T.L. and Siegmund , D.O. 1979 . A non-linear renewal theory, with applications to sequential analysis, II . Ann. Statist. , 7 : 60 – 76 .
  • Lalley , Steven. 1986 . Renewal theorem for a class of stationary sequences . Probab. Th. Rel. Fields , 72 : 195 – 213 .
  • Melfi , Vince. 1992 . Nonlinear Markov renewal theory with statistical applications . Ann. Prob. , 20 : 753 – 771 .
  • Melfi , Vince. 1994 . Nonlinear renewal theory for Markov random walks . Stoc. Proc. Appl. , 54 : 71 – 93 .
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  • Woodroofe , Michael. 1982 . “ Non-linear Renewal Theory in Sequential Analysis ” . In Non-linear renewal theory SIAM . Chapter 4

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