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Teoriya Veroyatnostei i ee Primeneniya, 2011, Volume 56, Issue 3, Pages 534–565
DOI: https://doi.org/10.4213/tvp4406
(Mi tvp4406)
 

This article is cited in 40 scientific papers (total in 40 papers)

Third-order asymptotic optimality of the generalized Shiryaev–Roberts changepoint detection procedures

A. G. Tartakovskiia, M. Pollakb, A. S. Polunchenkoa

a University of Southern California
b Hebrew University of Jerusalem
References:
Received: 11.11.2010
Revised: 05.02.2011
English version:
Theory of Probability and its Applications, 2011, Volume 56, Issue 3, Pages 457–484
DOI: https://doi.org/10.1137/S0040585X97985534
Bibliographic databases:
Document Type: Article
Language: English
Citation: A. G. Tartakovskii, M. Pollak, A. S. Polunchenko, “Third-order asymptotic optimality of the generalized Shiryaev–Roberts changepoint detection procedures”, Teor. Veroyatnost. i Primenen., 56:3 (2011), 534–565; Theory Probab. Appl., 56:3 (2011), 457–484
Citation in format AMSBIB
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\paper Third-order asymptotic optimality of the generalized Shiryaev--Roberts changepoint detection procedures
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\pages 534--565
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Linking options:
  • https://www.mathnet.ru/eng/tvp4406
  • https://doi.org/10.4213/tvp4406
  • https://www.mathnet.ru/eng/tvp/v56/i3/p534
  • This publication is cited in the following 40 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:61
     
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