68 citations to 10.1007/978-3-662-04790-3_16 (Crossref Cited-By Service)
  1. Asaf Cohen, “Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise”, Mathematics of OR, 40, № 2, 2015, 361  crossref
  2. Andreas E. Kyprianou, Fluctuations of Lévy Processes with Applications, 2014, 307  crossref
  3. Bruno Buonaguidi, Antonietta Mira, Herbert Bucheli, Viton Vitanis, “Bayesian Quickest Detection of Credit Card Fraud”, Bayesian Anal., 17, № 1, 2022  crossref
  4. Pavel V. Gapeev, “Perpetual barrier options in jump-diffusion models”, Stochastics, 79, № 1-2, 2007, 139  crossref
  5. Yanhong Wu, Wei Biao Wu, “Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes”, Journal of Statistical Computation and Simulation, 92, № 18, 2022, 3817  crossref
  6. Tina Herberts, Uwe Jensen, “Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes”, Scandinavian J Statistics, 31, № 3, 2004, 347  crossref
  7. Marlo Brown, “Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates are Unknown”, Sequential Analysis, 30, № 3, 2011, 280  crossref
  8. Asaf Cohen, Eilon Solan, “Bandit Problems with Lévy Processes”, Mathematics of OR, 38, № 1, 2013, 92  crossref
  9. Robert C. Dalang, M.-O. Hongler, “The right time to sell a stock whose price is driven by Markovian noise”, Ann. Appl. Probab., 14, № 4, 2004  crossref
  10. Yanhong Wu, Wei Biao Wu, “Sequential common change detection, isolation, and estimation in multiple poisson processes”, Sequential Analysis, 41, № 2, 2022, 176  crossref
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