35 citations to 10.1524/stnd.2006.24.4.445 (Crossref Cited-By Service)
  1. Alexander G. Tartakovsky, George V. Moustakides, “State-of-the-Art in Bayesian Changepoint Detection”, Sequential Analysis, 29, no. 2, 2010, 125  crossref
  2. Arash Komaee, “Quickest Detection of a Random Pulse in White Gaussian Noise”, IEEE Trans. Automat. Contr., 59, no. 6, 2014, 1468  crossref
  3. A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53, no. 3, 2009, 385  crossref
  4. Aleksey S. Polunchenko, Andrey Pepelyshev, “Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval”, Stat Papers, 59, no. 4, 2018, 1351  crossref
  5. Albert N. Shiryaev, Mathematical Control Theory and Finance, 2008, 377  crossref
  6. Wenyu Du, Aleksey S. Polunchenko, Grigory Sokolov, “On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution”, Communications in Statistics - Simulation and Computation, 46, no. 3, 2017, 2185  crossref
  7. Житлухин, Zhitlukhin, Ширяев, Shiryaev, “Задачи об оптимальной остановке для броуновского движения с разладкой на отрезке”, Теория вероятностей и ее применения, 58, no. 1, 2013, 193  crossref
  8. Aleksey S. Polunchenko, “On the quasi-stationary distribution of the Shiryaev–Roberts diffusion”, Sequential Analysis, 36, no. 1, 2017, 126  crossref
  9. E. V. Burnaev, “Disorder Problem for Poisson Process in Generalized Bayesian Setting”, Theory Probab. Appl., 53, no. 3, 2009, 500  crossref
  10. Филипп Александрович Устинов, Philipp Alexandrovich Ustinov, “Асимптотика среднего времени запаздывания в задаче о разладке для базисных процессов Леви в обобщенной байесовской постановке”, УМН, 64, no. 1, 2009, 161  crossref
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