66 citations to 10.1214/aos/1015952000 (Crossref Cited-By Service)
  1. Godfrey Keller, Sven Rady, “Breakdowns”, Theoretical Economics, 10, no. 1, 2015, 175  crossref
  2. Pavel V. Gapeev, Albert N. Shiryaev, “On the sequential testing problem for some diffusion processes”, Stochastics, 83, no. 4-6, 2011, 519  crossref
  3. Bruno Buonaguidi, Pietro Muliere, “On the Wald's Sequential Probability Ratio Test for Lévy Processes”, Sequential Analysis, 32, no. 3, 2013, 267  crossref
  4. Павел Викторович Гапеев, Pavel Victorovich Gapeev, “Задачи последовательного различения гипотез для составного пуассоновского процесса с экспоненциальными скачками”, УМН, 57, no. 6, 2002, 171  crossref
  5. Tim Leung, Kazutoshi Yamazaki, “American step-up and step-down default swaps under Lévy models”, Quantitative Finance, 13, no. 1, 2013, 137  crossref
  6. Andreas E. Kyprianou, Fluctuations of Lévy Processes with Applications, 2014, 307  crossref
  7. Keller Godfrey, Sven Rady, “Breakdowns”, SSRN Journal, 2012  crossref
  8. Jukka Lempa, “On infinite horizon optimal stopping of general random walk”, Math Meth Oper Res, 67, no. 2, 2008, 257  crossref
  9. 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
  10. B. Buonaguidi, P. Muliere, “Bayesian sequential testing for Lévy processes with diffusion and jump components”, Stochastics, 88, no. 7, 2016, 1099  crossref
1
2
3
4
5
6
7
Next