68 citations to 10.1007/978-3-662-04790-3_16 (Crossref Cited-By Service)
  1. Marlo Brown, “Detecting changes in a Poisson process monitored at random time intervals”, Sequential Analysis, 35, № 3, 2016, 358  crossref
  2. Masahiko Egami, Kazutoshi Yamazaki, “Precautionary measures for credit risk management in jump models”, Stochastics, 85, № 1, 2013, 111  crossref
  3. M. Baron, A. G. Tartakovsky, “Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models”, Sequential Analysis, 25, № 3, 2006, 257  crossref
  4. Sören Christensen, Albrecht Irle, “A note on pasting conditions for the American perpetual optimal stopping problem”, Statistics & Probability Letters, 79, № 3, 2009, 349  crossref
  5. Shelemyahu Zacks, The Career of a Research Statistician, 2020, 11  crossref
  6. Erhan Bayraktar, Savas Dayanik, Ioannis Karatzas, “The standard Poisson disorder problem revisited”, Stochastic Processes and their Applications, 115, № 9, 2005, 1437  crossref
  7. T. Kavtaradze, N. Lazrieva, M. Mania, P. Muliere, “A Bayesian-martingale approach to the general disorder problem”, Stochastic Processes and their Applications, 117, № 8, 2007, 1093  crossref
  8. Erhan Bayraktar, H. Vincent Poor, “Optimal time to change premiums”, Math Meth Oper Res, 68, № 1, 2008, 125  crossref
  9. Arne LØkka, “Detection of disorder before an observable event”, Stochastics, 79, № 3-4, 2007, 219  crossref
  10. Savas Dayanik, H. Vincent Poor, Semih O. Sezer, “Multisource Bayesian sequential change detection”, Ann. Appl. Probab., 18, № 2, 2008  crossref
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