Kexuan Li, Aleksey S. Polunchenko, “On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion”, Sequential Analysis, 39, no. 2, 2020, 214
Albert Shiryaev, Alexander A. Novikov, “On a stochastic version of the trading rule “Buy and Hold””, Statistics & Decisions, 26, no. 4, 2009, 289
E. V. Burnaev, E. A. Feinberg, A. N. Shiryaev, “On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion”, Theory Probab. Appl., 53, no. 3, 2009, 519
A. S. Polunchenko, “Asymptotic Near-Minimaxity of the Randomized Shiryaev–Roberts–Pollak Change-Point Detection Procedure in Continuous Time”, Theory Probab. Appl., 62, no. 4, 2018, 617
Soumik Banerjee, Aleksey S. Polunchenko, Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science, 2024, 3