35 citations to 10.1524/stnd.2006.24.4.445 (Crossref Cited-By Service)
  1. Евгений Владимирович Бурнаев, Evgenii Vladimirovich Burnaev, “О задаче обнаружения разладки для пуассоновского процесса в обобщенной байесовской постановке”, ТВП, 53, № 3, 2008, 534  crossref
  2. Michael Ludkovski, “Bayesian Quickest Detection in Sensor Arrays”, Sequential Analysis, 31, № 4, 2012, 481  crossref
  3. Albert N. Shiryaev, Pavel Y. Zryumov, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 227  crossref
  4. Aleksey S. Polunchenko, Grigory Sokolov, Wenyu Du, “Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi‐cyclic setup”, Appl Stoch Models Bus & Ind, 30, № 6, 2014, 723  crossref
  5. Aleksey S. Polunchenko, Grigory Sokolov, “An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion”, Methodol Comput Appl Probab, 18, № 4, 2016, 1153  crossref
  6. Альберт Николаевич Ширяев, Albert Nikolaevich Shiryaev, “О стохастических моделях и оптимальных методах в задачах скорейшего обнаружения”, ТВП, 53, № 3, 2008, 417  crossref
  7. Aleksey S. Polunchenko, “Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup”, Sequential Analysis, 35, № 1, 2016, 108  crossref
  8. Aleksey S. Polunchenko, “Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift”, Sequential Analysis, 36, № 3, 2017, 370  crossref
  9. Aleksey S. Polunchenko, Alexander G. Tartakovsky, “State-of-the-Art in Sequential Change-Point Detection”, Methodol Comput Appl Probab, 14, № 3, 2012, 649  crossref
  10. Aleksey S Polunchenko, “Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time”, Теория вероятностей и ее применения, 62, № 4, 2017, 769  crossref
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