69 citations to 10.1007/978-3-662-04790-3_16 (Crossref Cited-By Service)
  1. Erhan Bayraktar, Semih Sezer, “Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution”, Sequential Analysis, 28, no. 2, 2009, 218  crossref
  2. Tim Leung, Kazutoshi Yamazaki, “American step-up and step-down default swaps under Lévy models”, Quantitative Finance, 13, no. 1, 2013, 137  crossref
  3. Uwe Jensen, Constanze Lütkebohmert, Encyclopedia of Statistics in Quality and Reliability, 2007  crossref
  4. Yingxi Liu, Ahmed Tewfik, “Primary Traffic Characterization and Secondary Transmissions”, IEEE Trans. Wireless Commun., 13, no. 6, 2014, 3003  crossref
  5. Marlo Brown, “Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown”, Sequential Analysis, 43, no. 2, 2024, 233  crossref
  6. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, J. Appl. Probab., 44, no. 03, 2007, 713  crossref
  7. Elżbieta Ferenstein, Adam Pasternak-Winiarski, “On optimal stopping of risk processes with regime switching”, Demonstratio Mathematica, 45, no. 2, 2012, 435  crossref
  8. Bruno Buonaguidi, Pietro Muliere, “On the Disorder Problem for a Negative Binomial Process”, J. Appl. Probab., 52, no. 01, 2015, 167  crossref
  9. Pavel V. Gapeev, Yavor I. Stoev, “Quickest Change-point Detection Problems for Multidimensional Wiener Processes”, Methodol Comput Appl Probab, 27, no. 1, 2025, 2  crossref
Previous
1
2
3
4
5
6
7