16 citations to https://www.mathnet.ru/eng/seqan2
  1. A. A. Novikov, A. N. Shiryaev, N. E. Kordzahiya, “On parameter estimation of diffusion processes: sequential and fixed sample size estimation revisited”, Teor. Veroyatnost. i Primenen., 69:4 (2024), 668–694  mathnet  mathnet  crossref
  2. Nikolai Dokuchaev, “On the fractional stochastic integration for random non-smooth integrands”, Stochastic Analysis and Applications, 41:3 (2023), 425  crossref
  3. Erik Ekström, Ioannis Karatzas, Juozas Vaicenavicius, “Bayesian sequential least-squares estimation for the drift of a Wiener process”, Stochastic Processes and their Applications, 145 (2022), 335  crossref
  4. Alexey Muravlev, Mikhail Zhitlukhin, “A Bayesian sequential test for the drift of a fractional Brownian motion”, Adv. in Appl. Probab., 52:4 (2020), 1308–1324  mathnet  crossref  isi  scopus
  5. A. A. Muravlev, “Asymptotics of the boundaries in one non-linear optimal stopping problem”, Russian Math. Surveys, 75:2 (2020), 380–382  mathnet  mathnet  crossref  crossref  isi  scopus
  6. Alexey Muravlev, Mikhail Zhitlukhin, MATRIX Book Series, 2, 2017 MATRIX Annals, 2019, 667  crossref
  7. Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 239  crossref
  8. A. V. Artemov, “Effective Signal Extraction Via Local Polynomial Approximation Under Long-Range Dependency Conditions”, Lobachevskii J Math, 39:3 (2018), 309  crossref
  9. B. L. S. Prakasa Rao, “Optimal estimation of a signal perturbed by a sub-fractional Brownian motion”, Stochastic Analysis and Applications, 35:3 (2017), 533  crossref
  10. Pavel V. Gapeev, Yavor I. Stoev, “On the sequential testing and quickest change-point detection problems for Gaussian processes”, Stochastics, 89:8 (2017), 1143  crossref
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