49 citations to 10.1080/07474946.2010.520580 (Crossref Cited-By Service)
  1. Alexey Muravlev, Mikhail Urusov, Mikhail Zhitlukhin, “Sequential tracking of an unobservable two-state Markov process under Brownian noise”, Sequential Analysis, 40, № 1, 2021, 1  crossref
  2. Qunzhi Xu, Yajun Mei, George V. Moustakides, “Optimum Multi-Stream Sequential Change-Point Detection With Sampling Control”, IEEE Trans. Inform. Theory, 67, № 11, 2021, 7627  crossref
  3. Liang Cai, “Quickest detection of an accumulated state-dependent change point”, Sequential Analysis, 39, № 2, 2020, 230  crossref
  4. Peter Johnson, Goran Peskir, “Quickest detection problems for Bessel processes”, Ann. Appl. Probab., 27, № 2, 2017  crossref
  5. N. Bora Keskin, Assaf Zeevi, “Chasing Demand: Learning and Earning in a Changing Environment”, Mathematics of OR, 42, № 2, 2017, 277  crossref
  6. Tiziano De Angelis, “Optimal dividends with partial information and stopping of a degenerate reflecting diffusion”, Finance Stoch, 24, № 1, 2020, 71  crossref
  7. Matteo Basei, Giorgio Ferrari, Neofytos Rodosthenous, “Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs”, Journal of Economic Dynamics and Control, 161, 2024, 104841  crossref
  8. P. A. Ernst, H. Mei, G. Peskir, “Quickest Real-Time Detection of Multiple Brownian Drifts”, SIAM J. Control Optim., 62, № 3, 2024, 1832  crossref
  9. Peter Baxendale, Dongchang Li, N. Sri Namachchivaya, “Quickest change detection in nonlinear hidden Markov models using a generalized CUSUM procedure with particle filters”, Nonlinear Dyn, 2024  crossref
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