67 citations to 10.1007/978-3-662-04790-3_16 (Crossref Cited-By Service)
  1. Marlo Brown, “Detecting changes in a Poisson process monitored at random time intervals”, Sequential Analysis, 35, no. 3, 2016, 358  crossref
  2. Masahiko Egami, Kazutoshi Yamazaki, “Precautionary measures for credit risk management in jump models”, Stochastics, 85, no. 1, 2013, 111  crossref
  3. M. Baron, A. G. Tartakovsky, “Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models”, Sequential Analysis, 25, no. 3, 2006, 257  crossref
  4. Sören Christensen, Albrecht Irle, “A note on pasting conditions for the American perpetual optimal stopping problem”, Statistics & Probability Letters, 79, no. 3, 2009, 349  crossref
  5. Shelemyahu Zacks, The Career of a Research Statistician, 2020, 11  crossref
  6. Erhan Bayraktar, Savas Dayanik, Ioannis Karatzas, “The standard Poisson disorder problem revisited”, Stochastic Processes and their Applications, 115, no. 9, 2005, 1437  crossref
  7. T. Kavtaradze, N. Lazrieva, M. Mania, P. Muliere, “A Bayesian-martingale approach to the general disorder problem”, Stochastic Processes and their Applications, 117, no. 8, 2007, 1093  crossref
  8. Erhan Bayraktar, H. Vincent Poor, “Optimal time to change premiums”, Math Meth Oper Res, 68, no. 1, 2008, 125  crossref
  9. Arne LØkka, “Detection of disorder before an observable event”, Stochastics, 79, no. 3-4, 2007, 219  crossref
  10. Savas Dayanik, H. Vincent Poor, Semih O. Sezer, “Multisource Bayesian sequential change detection”, Ann. Appl. Probab., 18, no. 2, 2008  crossref
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