49 citations to 10.1080/07474946.2010.520580 (Crossref Cited-By Service)
  1. Modelling Under Risk and Uncertainty, 2012, 206  crossref
  2. Philip Ernst, Hongwei Mei, “Exact Optimal Stopping for Multidimensional Linear Switching Diffusions”, Mathematics of OR, 48, № 3, 2023, 1589  crossref
  3. Felix Dammann, Giorgio Ferrari, “Optimal execution with multiplicative price impact and incomplete information on the return”, Finance Stoch, 27, № 3, 2023, 713  crossref
  4. Michał Krawiec, Zbigniew Palmowski, Łukasz Płociniczak, “Quickest drift change detection in Lévy-type force of mortality model”, Applied Mathematics and Computation, 338, 2018, 432  crossref
  5. Vladimir Vovk, “Testing Randomness Online”, Statist. Sci., 36, № 4, 2021  crossref
  6. Yigong Xiao, Guolong Cui, Wei Yi, Lingjiang Kong, Jianyu Yang, “Adaptive detection and estimation for an unknown occurring interval signal in correlated Gaussian noise”, Signal Processing, 108, 2015, 440  crossref
  7. Savas Dayanik, Semih O Sezer, “Model Misspecification in Discrete Time Bayesian Online Change Detection”, Methodol Comput Appl Probab, 25, № 1, 2023, 30  crossref
  8. B. S. Darkhovsky, A. Piryatinska, “New approach to the segmentation problem for time series of arbitrary nature”, Proc. Steklov Inst. Math., 287, № 1, 2014, 54  crossref
  9. Boris Darkhovsky, Alexandra Piryatinska, “Quickest Detection of Changes in the Generating Mechanism of a Time Series via the ε-Complexity of Continuous Functions”, Sequential Analysis, 33, № 2, 2014, 231  crossref
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