61 citations to 10.1007/978-3-662-12429-1_22 (Crossref Cited-By Service)
  1. Anastasiia Sokko, “Testing the Stochastic Disorder Model on Stock Markets”, SSRN Journal, 2017  crossref
  2. Albert Shiryaev, Zuoquan Xu¶, Xun Yu Zhou, “Thou shalt buy and hold”, Quantitative Finance, 8, no. 8, 2008, 765  crossref
  3. Aleksey S. Polunchenko, “Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift”, Sequential Analysis, 36, no. 3, 2017, 370  crossref
  4. Violetta Bernyk, Robert C. Dalang, Goran Peskir, “Predicting the ultimate supremum of a stable Lévy process with no negative jumps”, Ann. Probab., 39, no. 6, 2011  crossref
  5. Marianne Frisén, “Properties and Use of the Shewhart Method and Its Followers”, Sequential Analysis, 26, no. 2, 2007, 171  crossref
  6. Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev, “Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval”, Communications in Statistics - Simulation and Computation, 50, no. 9, 2021, 2705  crossref
  7. Miguel Martinez, Sylvain Rubenthaler, Etienne Tanré, “Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance”, Stochastic Analysis and Applications, 27, no. 2, 2009, 270  crossref
  8. J. du Toit, G. Peskir, A. N. Shiryaev, “Predicting the last zero of Brownian motion with drift”, Stochastics, 80, no. 2-3, 2008, 229  crossref
  9. Ali Tajer, H. Vincent Poor, “Quick Search for Rare Events”, IEEE Trans. Inform. Theory, 59, no. 7, 2013, 4462  crossref
  10. Aleksey S Polunchenko, “Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time”, Теория вероятностей и ее применения, 62, no. 4, 2017, 769  crossref
Previous
1
2
3
4
5
6
7
Next