21 citations to 10.1080/17442508.2010.530349 (Crossref Cited-By Service)
  1. P. Johnson, J. Moriarty, G. Peskir, “Detecting changes in real-time data: a user’s guide to optimal detection”, Phil. Trans. R. Soc. A., 375, № 2100, 2017, 20160298  crossref
  2. 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
  3. Pavel V. Gapeev, “Pricing of Perpetual American Options in a Model with Partial Information”, SSRN Journal, 2010  crossref
  4. Pavel V. Gapeev, “On the problems of sequential statistical inference for Wiener processes with delayed observations”, Stat Papers, 61, № 4, 2020, 1529  crossref
  5. Erik Ekström, Yuqiong Wang, “Stopping problems with an unknown state”, J. Appl. Probab., 2023, 1  crossref
  6. Pavel V. Gapeev, “Discounted optimal stopping problems in continuous hidden Markov models”, Stochastics, 94, № 3, 2022, 335  crossref
  7. Asaf Cohen, “Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise”, Mathematics of OR, 40, № 2, 2015, 361  crossref
  8. B. Buonaguidi, P. Muliere, “Bayesian sequential testing for Lévy processes with diffusion and jump components”, Stochastics, 88, № 7, 2016, 1099  crossref
  9. Tiziano De Angelis, Fabien Gensbittel, Stephane Villeneuve, “A Dynkin Game on Assets with Incomplete Information on the Return”, Mathematics of OR, 46, № 1, 2021, 28  crossref
  10. B. Buonaguidi, “An optimal sequential procedure for determining the drift of a Brownian motion among three values”, Stochastic Processes and their Applications, 159, 2023, 320  crossref
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