Albert N. Shiryaev, “Quickest Detection Problems: Fifty Years Later”, Sequential Analysis, 29, no. 4, 2010, 345
Marianne Frisén, “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas”, Sequential Analysis, 28, no. 3, 2009, 310
Pavel V. Gapeev, Albert N. Shiryaev, “Bayesian Quickest Detection Problems for Some Diffusion Processes”, Advances in Applied Probability, 45, no. 1, 2013, 164
Wenyu Du, Aleksey S. Polunchenko, Grigory Sokolov, “On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution”, Communications in Statistics - Simulation and Computation, 46, no. 3, 2017, 2185
Kristoffer Glover, Hardy Hulley, Goran Peskir, “Three-dimensional Brownian motion and the golden ratio rule”, Ann. Appl. Probab., 23, no. 3, 2013
Eddie C. M. Hui, Sheung-Chi Phillip Yam, Si-Wei Chen, “SHIRYAEV-ZHOU INDEX – A NOBLE APPROACH TO BENCHMARKING AND ANALYSIS OF REAL ESTATE STOCKS”, International Journal of Strategic Property Management, 16, no. 2, 2012, 158
20114656, Risk Analysis in Finance and Insurance, Second Edition, 2011, 303
A. A. Sokko, “Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder”, Moscow Univ. Math. Bull., 70, no. 3, 2015, 103
Semih Onur Sezer, “On the Wiener disorder problem”, Ann. Appl. Probab., 20, no. 4, 2010
Aleksey S. Polunchenko, Grigory Sokolov, Wenyu Du, “Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi‐cyclic setup”, Appl Stoch Models Bus & Ind, 30, no. 6, 2014, 723