35 citations to 10.1524/stnd.2006.24.4.445 (Crossref Cited-By Service)
  1. Евгений Владимирович Бурнаев, Evgenii Vladimirovich Burnaev, “О задаче обнаружения разладки для пуассоновского процесса в обобщенной байесовской постановке”, ТВП, 53, no. 3, 2008, 534  crossref
  2. Michael Ludkovski, “Bayesian Quickest Detection in Sensor Arrays”, Sequential Analysis, 31, no. 4, 2012, 481  crossref
  3. Albert N. Shiryaev, Pavel Y. Zryumov, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 227  crossref
  4. Aleksey S. Polunchenko, Grigory Sokolov, Wenyu Du, “Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi‐cyclic setup”, Appl Stoch Models Bus & Ind, 30, no. 6, 2014, 723  crossref
  5. Aleksey S. Polunchenko, Grigory Sokolov, “An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion”, Methodol Comput Appl Probab, 18, no. 4, 2016, 1153  crossref
  6. Альберт Николаевич Ширяев, Albert Nikolaevich Shiryaev, “О стохастических моделях и оптимальных методах в задачах скорейшего обнаружения”, ТВП, 53, no. 3, 2008, 417  crossref
  7. Aleksey S. Polunchenko, “Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup”, Sequential Analysis, 35, no. 1, 2016, 108  crossref
  8. Aleksey S. Polunchenko, “Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift”, Sequential Analysis, 36, no. 3, 2017, 370  crossref
  9. Aleksey S. Polunchenko, Alexander G. Tartakovsky, “State-of-the-Art in Sequential Change-Point Detection”, Methodol Comput Appl Probab, 14, no. 3, 2012, 649  crossref
  10. Aleksey S Polunchenko, “Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time”, Теория вероятностей и ее применения, 62, no. 4, 2017, 769  crossref
Previous
1
2
3
4
Next