Theory Probab. Appl., 53:3 (2009), 537–547
A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53:3 (2009), 385–401
Andreou, E, “Quality control for structural credit risk models”, Journal of Econometrics, 146:2 (2008), 364
Moustakides, GV, “Sequential change detection revisited”, Annals of Statistics, 36:2 (2008), 787
Boris Brodsky, Boris Darkhovsky, “Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems”, Sequential Analysis, 27:2 (2008), 141
Ian McCulloh, Kathleen M. Carley, “Social Network Change Detection”, SSRN Journal, 2008
Ian McCulloh, Kathleen M. Carley, “Detecting Change in Human Social Behavior Simulation”, SSRN Journal, 2008
Eugene A. Feinberg, Albert N. Shiryaev, “Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings”, stnd, 24:4 (2007), 445
Arne LØkka, “Detection of disorder before an observable event”, Stochastics An International Journal of Probability and Stochastic Processes, 79:3-4 (2007), 219
Marianne Frisén, “Properties and Use of the Shewhart Method and Its Followers”, Sequential Analysis, 26:2 (2007), 171
O. Hadjiliadis, J. Vecer, “Drawdowns preceding rallies in the Brownian motion model”, Quantitative Finance, 6:5 (2006), 403–409
M. Baron, A. G. Tartakovsky, “Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models”, Sequential Analysis, 25:3 (2006), 257
A. N. Shiryaev, Mathematical Events of the Twentieth Century, 2006, 371
Elena Andreou, Eric Ghysels, “Quality Control for Structural Credit Risk Models”, SSRN Journal, 2006
Hadjiliadis, O, “Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Bownian motion model”, Journal of Applied Probability, 42:4 (2005), 1183
Brodsky, B, “Asymptotically optimal methods of change-point detection for composite hypotheses”, Journal of Statistical Planning and Inference, 133:1 (2005), 123
Tartakovsky A.G., “Asymptotic performance of a multichart CUSUM test under false alarm probability constraint”, 44th IEEE Conference on Decision and Control & European Control Conference, 2005, 320–325
Brodsky B., Darkhovsky B., “Asymptotically optimal sequential change-point detection under composite hypotheses”, 44th IEEE Conference on Decision and Control & European Control Conference, 2005, 7347–7351
Theory Probab. Appl., 50:1 (2006), 75–85
Olympia Hadjiliadis, “Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model”, J. Appl. Probab., 42:04 (2005), 1183