49 citations to 10.1080/07474946.2010.520580 (Crossref Cited-By Service)
  1. M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quantitative Finance Letters, 4, no. 1, 2016, 47  crossref
  2. Nitis Mukhopadhyay, Swarnali Banerjee, “Sequential negative binomial problems and statistical ecology: A selected review with new directions”, Statistical Methodology, 26, 2015, 34  crossref
  3. Anastasiia Sokko, “Testing the Stochastic Disorder Model on Stock Markets”, SSRN Journal, 2017  crossref
  4. Michał Krawiec, Zbigniew Palmowski, “Multivariate Lévy-type drift change detection and mortality modeling”, Eur. Actuar. J., 14, no. 1, 2024, 175  crossref
  5. Xiaohang Ma, Hongjiang Qian, Le Yi Wang, Masoud H. Nazari, George Yin, 2023 4th Information Communication Technologies Conference (ICTC), 2023, 390  crossref
  6. 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
  7. Julien Renard, Lutz Lampe, Francois Horlin, “Sequential Likelihood Ratio Test for Cognitive Radios”, IEEE Trans. Signal Process., 64, no. 24, 2016, 6627  crossref
  8. Liang Cai, Li-Yun Pan, Huan-Huan Zhang, Ming-Zhong Gao, Zhi-Nan Wang, “Quickest detection of a state-dependent change-point in discrete time”, Sequential Analysis, 36, no. 4, 2017, 553  crossref
  9. Philip A. Ernst, Goran Peskir, “Quickest real-time detection of a Brownian coordinate drift”, Ann. Appl. Probab., 32, no. 4, 2022  crossref
  10. N. Bora Keskin, Assaf Zeevi, “Chasing Demand: Learning and Earning in a Changing Environment”, SSRN Journal, 2013  crossref
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