Michael Carlisle, Olympia Hadjiliadis, Ioannis Stamos, Handbook of High‐Frequency Trading and Modeling in Finance, 2016, 1
Erhan Bayraktar, Lifeng Lai, “Byzantine Fault Tolerant Distributed Quickest Change Detection”, SIAM J. Control Optim, 53:2 (2015), 575
Zhang H., Rodosthenous N., Hadjiliadis O., “Robustness of the N-Cusum Stopping Rule in a Wiener Disorder Problem”, Ann. Appl. Probab., 25:6 (2015), 3405–3433
Mijatovic A., Pistorius M., “Asymptotic Independence of Three Statistics of Maximal Segmental Scores”, Statist. Probab. Lett., 99 (2015), 185–191
Zhang H., “Occupation Times, Drawdowns, and Drawups For One-Dimensional Regular Diffusions”, Adv. Appl. Probab., 47:1 (2015), 210–230
Hongzhong Zhang, “Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions”, Adv. Appl. Probab., 47:01 (2015), 210
Mazalov V.V., Nikitina N.N., “A Cusum Method To Detect and Counteract Intrusions”, Program. Comput. Softw., 40:6 (2014), 337–345
Heng Yang, Olympia Hadjiliadis, 53rd IEEE Conference on Decision and Control, 2014, 6567
Chronopoulou A., Fellouris G., “Optimal Sequential Change Detection for Fractional Diffusion-Type Processes”, J. Appl. Probab., 50:1 (2013), 29–41
Alexandra Chronopoulou, Georgios Fellouris, “Optimal Sequential Change Detection for Fractional Diffusion-Type Processes”, J. Appl. Probab., 50:01 (2013), 29
Zhang H., Hadjiliadis O., “Quickest Detection in a System with Correlated Noise”, 2012 IEEE 51st Annual Conference on Decision and Control (CDC), IEEE Conference on Decision and Control, IEEE, 2012, 4757–4763
Hongzhong Zhang, Olympia Hadjiliadis, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012, 4757
Moustakides G.V., Polunchenko A.S., Tartakovsky A.G., “A Numerical Approach To Performance Analysis of Quickest Change-Point Detection Procedures”, Stat Sin, 21:2 (2011), 571–596
Dayanik S., “Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs”, Mathematics of Operations Research, 35:4 (2010), 756–785
Robert Liptser, Alexander Tartakovsky, “From Disorder Detection to Optimal Stopping and Mathematical Finance”, Lsqa, 29:2 (2010), 112
Savas Dayanik, “Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions”, Sequential Analysis, 29:2 (2010), 193
Olympia Hadjiliadis, Hongzhong Zhang, H. Vincent Poor, “One Shot Schemes for Decentralized Quickest Change Detection”, IEEE Trans Inform Theory, 55:7 (2009), 3346
Pollak, M, “OPTIMALITY PROPERTIES OF THE SHIRYAEV-ROBERTS PROCEDURE”, Statistica Sinica, 19:4 (2009), 1729
O. Hadjiliadis, G. Hernandez del-Valle, I. Stamos, “A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model”, Sequential Analysis, 28:1 (2009), 92
A. G. Tartakovskii, “Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint”, Theory Probab. Appl., 53:3 (2009), 443–466