21 citations to 10.1080/17442500701840885 (Crossref Cited-By Service)
  1. Timofei Bogomolov, “Pairs trading based on statistical variability of the spread process”, Quantitative Finance, 13, no. 9, 2013, 1411  crossref
  2. Igor Nikiforov, 700, Distributed Computer and Communication Networks, 2017, 135  crossref
  3. Sören Christensen, Albrecht Irle, “A general method for finding the optimal threshold in discrete time”, Stochastics, 91, no. 5, 2019, 728  crossref
  4. Gerold Alsmeyer, Alin Bostan, Kilian Raschel, Thomas Simon, “Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials”, Advances in Applied Mathematics, 150, 2023, 102555  crossref
  5. Quynh-Anh Nguyen, John Rinzel, Rodica Curtu, Wolfgang Einhäuser, “Buildup and bistability in auditory streaming as an evidence accumulation process with saturation”, PLoS Comput Biol, 16, no. 8, 2020, e1008152  crossref
  6. Milan Korda, Ravi Gondhalekar, Frauke Oldewurtel, Colin N. Jones, “Stochastic MPC Framework for Controlling the Average Constraint Violation”, IEEE Trans. Automat. Contr., 59, no. 7, 2014, 1706  crossref
  7. Frank Aurzada, Thomas Simon, 2149, Lévy Matters V, 2015, 183  crossref
  8. “Advances in Applied Probability Volume 30 (1998): Index: General Applied Probability”, Advances in Applied Probability, 30, no. 4, 1998, 1157  crossref
  9. Timo Koski, Brita Jung, Göran Högnäs, “Exit times for ARMA processes”, Adv. Appl. Probab., 50, no. A, 2018, 191  crossref
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