Theory Probab. Appl., 49:3 (2005), 458–497
Moustakides, GV, “Optimality of the CUSUM procedure in continuous time”, Annals of Statistics, 32:1 (2004), 302
A. P. Trifonov, A. V. Zakharov, E. V. Pronyaev, “Adaptive Detection of a Stochastic Signal under Parametric a priori Uncertainty”, Problems Inform. Transmission, 38:3 (2002), 203–217
Mazalov, VV, “A method of cumulative sums in the problem of detection of traffic changes in computer networks”, Programming and Computer Software, 28:6 (2002), 342
Shiryaev A.N., “Quickest detection problems in the technical analysis of the financial data”, Mathematical Finance - Bachelier Congress 2000, Springer Finance, 2002, 487–521
Vellekoop, MH, “Optimal speed of detection in generalized Wiener disorder problems”, Stochastic Processes and Their Applications, 95:1 (2001), 25
Brodskii, BE, “Apriori estimates in change-point problems for random sequence”, Doklady Akademii Nauk, 370:6 (2000), 731
Borovkov, AA, “Asymptotically optimal solutions in the change-point problem”, Theory of Probability and Its Applications, 43:4 (1999), 539
Brodskii, BE, “Problems and methods of probabilistic diagnostics”, Automation and Remote Control, 60:8 (1999), 1061
G. Peskir, A. N. Shiryaev, “On the Brownian First-Passage Time Overa One-Sided Stochastic Boundary”, Theory Probab Appl, 42:3 (1998), 444
T. Kailath, H.V. Poor, “Detection of stochastic processes”, IEEE Trans. Inform. Theory, 44:6 (1998), 2230
Mazalov, VV, “Method of cumulative sums and problems of optimal control by technological processes”, International Journal of Software Engineering and Knowledge Engineering, 7:2 (1997), 219