AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONSJoseph D. Petruccelli · 1989

A Threshold AR(1) ModelJoseph D. Petruccelli and Samuel W. Woolford · Journal of Applied Probability · 1984

On a Best Choice Problem with Partial InformationJoseph D. Petruccelli · The Annals of Statistics · 1980

On a Best Choice Problem with Partial InformationPetruccelli, Joseph D. · The Annals of Statistics · 1980

A Multiple-Threshold AR(1) ModelK. S. Chan, Joseph D. Petruccelli, H. Tong and Samuel W. Woolford · Journal of Applied Probability · 1985

Maximin Optimal Stopping for Normally Distributed Random VariablesJoseph D. Petruccelli · Sankhyā: The Indian Journal of Statistics, Series A (1961-2002) · 1985

A robust Cusum test for SETAR-type nonlinearity in time seriesJoseph D. Petruccelli; Alina Onofrei; Jayson D. Wilbur · 2009

A Bayesian Analysis of Autoregressive Time Series Panel DataBalgobin Nandram and Joseph D. Petruccelli · Journal of Business & Economic Statistics · 1997

Subexponential Distributions and Integrated TailsClaudia Klüppelberg · Journal of Applied Probability · 1988

Diffusion Approximations in Collective Risk TheoryDonald L. Iglehart · Journal of Applied Probability · 1969

Optimal Estimation for SemimartingalesA. Thavaneswaran and M. E. Thompson · Journal of Applied Probability · 1986

The Generalised Coupon Collector ProblemPeter Neal · Journal of Applied Probability · 2008

Honest Bernoulli ExcursionsLaurel Smith and Persi Diaconis · Journal of Applied Probability · 1988

On Aggregated Markov ProcessesDonald R. Fredkin and John A. Rice · Journal of Applied Probability · 1986

Maximum Dynamic Entropy ModelsMajid Asadi, Nader Ebrahimi, G. G. Hamedani and Ehsan S. Soofi · Journal of Applied Probability · 2004

The Distribution of Brownian QuantilesMarc Yor · Journal of Applied Probability · 1995