21 citations to 10.1080/17442508.2010.530349 (Crossref Cited-By Service)
  1. P. Johnson, J. Moriarty, G. Peskir, “Detecting changes in real-time data: a user’s guide to optimal detection”, Phil. Trans. R. Soc. A., 375, no. 2100, 2017, 20160298  crossref
  2. Pavel V. Gapeev, Yavor I. Stoev, “On the sequential testing and quickest change-point detection problems for Gaussian processes”, Stochastics, 89, no. 8, 2017, 1143  crossref
  3. Pavel V. Gapeev, “Pricing of Perpetual American Options in a Model with Partial Information”, SSRN Journal, 2010  crossref
  4. Pavel V. Gapeev, “On the problems of sequential statistical inference for Wiener processes with delayed observations”, Stat Papers, 61, no. 4, 2020, 1529  crossref
  5. Erik Ekström, Yuqiong Wang, “Stopping problems with an unknown state”, J. Appl. Probab., 2023, 1  crossref
  6. Pavel V. Gapeev, “Discounted optimal stopping problems in continuous hidden Markov models”, Stochastics, 94, no. 3, 2022, 335  crossref
  7. Asaf Cohen, “Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise”, Mathematics of OR, 40, no. 2, 2015, 361  crossref
  8. B. Buonaguidi, P. Muliere, “Bayesian sequential testing for Lévy processes with diffusion and jump components”, Stochastics, 88, no. 7, 2016, 1099  crossref
  9. Tiziano De Angelis, Fabien Gensbittel, Stephane Villeneuve, “A Dynkin Game on Assets with Incomplete Information on the Return”, Mathematics of OR, 46, no. 1, 2021, 28  crossref
  10. B. Buonaguidi, “An optimal sequential procedure for determining the drift of a Brownian motion among three values”, Stochastic Processes and their Applications, 159, 2023, 320  crossref
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