15 citations to https://www.mathnet.ru/eng/seqan2
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Nikolai Dokuchaev, “A Smooth Component of the Fractional Brownian Motion and Optimal Portfolio Selection”, SSRN Journal, 2015
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Nikolai Dokuchaev, “On the No-Arbitrage Market and Continuity in the Hurst Parameter”, SSRN Journal, 2015
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A. Novikov, A. N. Shiryaev, “Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci”, Sequential Anal., 33:2 (2014), 182–185
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Y. Yilmaz, G. Moustakides, X. Wang, “Sequential joint detection and estimation”, Theory Probab. Appl., 59:3 (2015), 452–465
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A. A. Muravlev, “Methods of sequential hypothesis testing for the drift of a fractional Brownian motion”, Russian Math. Surveys, 68:3 (2013), 577–579