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- Maximizing the variance of the time to ruin in a multiplayer game with selection. Advances in Applied Probability 2016. 48:610-630 .
- Logconcave reward functions and optimal stopping rules of threshold form. Electronic Journal of Probability 2014. 2014:- .
- A duality relation between the workload and attained waiting time in FCFS G/G/$s$ queues. Journal of Applied Probability 2013. 50:300-307 .
- A duality relation between the workload and attained waiting time in FCFS G/G/s queues. Journal of Applied Probability 2013. 50:300-307 .
- On variances of partial volumes of the typical cell of a Poisson-Voronoi tessellation and large-dimensional volume degeneracy. Advances in Applied Probability 2010. 42:359-370 .
- On nonoptimality of bold play for subfair red-and-black with a rational-valued house limit. Journal of Applied Probability 2008. 45:1024-1038 .
- Strong optimality of bold play for discounted Dubins-Savage gambling problems with time-dependent parameters. Journal of Applied Probability 2008. 45:403-416 .
- Corrected random walk approximations to free boundary problems in optimal stopping. Advances in Applied Probability 2007. 39:753-775 .
- Explicit optimal strategy for the Vardi casino with limited playing time. Journal of Applied Probability 2007. 44:831-837 .
- On optimality of bold play for discounted Dubins-Savage gambling problems with limited playing times. Journal of Applied Probability 2007. 44:212-225 .
- The optimal stopping problem for $S_n/n$ and its ramifications. .
- Some results on the Gittins index for a normal reward process. Institute of Mathematical Statistics Lecture Notes - Monograph Series 2006. 2006:284-294 .
- Obituary: Ching-Zong Wei 1949-2004. IMS Bulletin 2005. 34:3-3 .
- On optimality of bold play for primitive casinos in the presence of inflation. Journal of Applied Probability 2005. 42:121-137 .
- Global Markov models for eukaryote nucleotide data. Journal of Statistical Planning and Inference 2005. 130:251-275 .
- Doob, Ignatov and optional skipping. The Annals of Probability 2002. 30:1933-1958 .
- Bias correction for segregation ratio estimation in human genetics. Biometrics 2000. 56:795-800 .
- Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons. The Annals of Statistics 1999. 27:1041-1060 .
- Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons. The Annals of Statistics 1999. 27:1041-1060 .
- On an inequality for the normal distribution arising in bioequivalence studies. Journal of Applied Probability 1999. 36:279-286 .
- On an inequality for the normal distribution arising in bioequivalence studies. Journal of Applied Probability 1999. 36:279-286 .
- On independence of $k$-record processes: Ignatov's theorem revisited. The Annals of Applied Probability 1997. 7:815-821 .
- On independence of $k$-record processes: Ignatov's theorem revisited. The Annals of Applied Probability 1997. 7:815-821 .
- A large-dimensional independent and identically distributed property for nearest neighbor counts in Poisson processes. The Annals of Applied Probability 1996. 6:561-571 .
- On Kingman's characteristic functional approach to Rényi's characterization of Poisson processes. Journal of Applied Probability 1996. 33:439-442 .
- A large-dimensional independent and identically distributed property for nearest neighbor counts in Poisson processes. The Annals of Applied Probability 1996. 6:561-571 .
- Asymptotic sine laws arising from alternating random permutations and sequences. Random Structures & Algorithms 1996. 8:75-95 .
- Testing for a change in the parameter values and order of an autoregressive model. The Annals of Statistics 1995. 23:282-304 .
- Optimal tracking of Brownian motion. Stochastics and Stochastics Reports 1995. 54:233-245 .
- On almost sure behavior of change-point estimators. Institute of Mathematical Statistics Lecture Notes - Monograph Series 1994. 1994:359-372 .
- Markov chains on hypercubes: Spectral representations and several majorization relations. Random Structures & Algorithms 1993. 4:1-36 .
- On a problem of ammunition rationing. Advances in Applied Probability 1991. 23:624-641 .
- On the asymptotic behavior of a class of nonparametric tests for a change-point problem. Statistics & Probability Letters 1990. 9:173-177 .
- Some results on the bomber problem. Advances in Applied Probability 1990. 22:412-432 .
- Least-squares estimation of a step function. Sankhyā, Series A 1989. 51:370-381 .
- Optimally stopping the sample mean of a Wiener process with an unknown drift. Stochastic Processes and their Applications 1989. 32:347-354 .
- Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation. The Annals of Statistics 1989. 17:783-792 .
- Estimating the number of change-points via Schwarz' criterion. Statistics & Probability Letters 1988. 6:181-189 .
- A note on testing for constant hazard against a change-point alternative. Annals of the Institute of Statistical Mathematics 1987. 39:377-383 .
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables. The Annals of Statistics 1987. 15:1321-1328 .
- The asymptotic behavior of the likelihood ratio statistic for testing a shift in mean in a sequence of independent normal variates. Sankhyā, Series A 1986. 48:339-353 .
- Maximum likelihood estimation in hazard rate models with a change-point. Communications in Statistics: Theory and Methods 1986. 15:2455-2466 .
- Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing. IEEE Transactions on Information Theory 1985. 31:444-447 .
- Noise. .
- Nyquist frequency. .
- Estimation in the presence of noise of a signal which is flat except for jumps. .
- Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches. The Annals of Statistics 1984. 12:1434-1447 .
- Bounds for the Bayes risk for testing sequentially the sign of the drift parameter of a Wiener process. The Annals of Statistics 1984. 12:1117-1123 .