Philipp A Ustinov, “Average delay time asymptotics in the generalized Bayesian Lévy disorder problem”, Russ. Math. Surv., 64, № 1, 2009, 170
Moshe Pollak, Alexander G. Tartakovsky, 2008 International Symposium on Information Theory and Its Applications, 2008, 1
Евгений Владимирович Бурнаев, Evgenii Vladimirovich Burnaev, Евгений А Файнберг, Eugene A Feinberg, Альберт Николаевич Ширяев, Albert Nikolaevich Shiryaev, “Об асимптотической оптимальности второго порядка в минимаксной задаче скорейшего обнаружения момента изменения сноса у броуновского движения”, ТВП, 53, № 3, 2008, 557
G. Golubev, M. Safarian, “A Multiple Hypothesis Testing Approach to Detection Changes in Distribution”, Math. Meth. Stat., 28, № 2, 2019, 155
M. V. Zhitlukhin, A. N. Shiryaev, “Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment”, Theory Probab. Appl., 58, № 1, 2014, 164
Aleksey S Polunchenko, Servet Martinez, Jamie San Martin, “A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line”, Теория вероятностей и ее применения, 63, № 3, 2018, 565
Michael Ludkovski, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012, 166
A. S. Polunchenko, S. Martínez, J. San Martín, “A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line”, Theory Probab. Appl., 63, № 3, 2019, 464
Aleksey S. Polunchenko, Alexander G. Tartakovsky, “On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution”, Ann. Statist., 38, № 6, 2010
George V. Moustakides, Aleksey S. Polunchenko, Alexander G. Tartakovsky, “Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions”, Communications in Statistics - Theory and Methods, 38, № 16-17, 2009, 3225