62 citations to 10.1007/978-3-662-12429-1_22 (Crossref Cited-By Service)
  1. Albert N. Shiryaev, “Quickest Detection Problems: Fifty Years Later”, Sequential Analysis, 29, № 4, 2010, 345  crossref
  2. Marianne Frisén, “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas”, Sequential Analysis, 28, № 3, 2009, 310  crossref
  3. Pavel V. Gapeev, Albert N. Shiryaev, “Bayesian Quickest Detection Problems for Some Diffusion Processes”, Advances in Applied Probability, 45, № 1, 2013, 164  crossref
  4. Wenyu Du, Aleksey S. Polunchenko, Grigory Sokolov, “On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution”, Communications in Statistics - Simulation and Computation, 46, № 3, 2017, 2185  crossref
  5. Kristoffer Glover, Hardy Hulley, Goran Peskir, “Three-dimensional Brownian motion and the golden ratio rule”, Ann. Appl. Probab., 23, № 3, 2013  crossref
  6. Eddie C. M. Hui, Sheung-Chi Phillip Yam, Si-Wei Chen, “SHIRYAEV-ZHOU INDEX – A NOBLE APPROACH TO BENCHMARKING AND ANALYSIS OF REAL ESTATE STOCKS”, International Journal of Strategic Property Management, 16, № 2, 2012, 158  crossref
  7. 20114656, Risk Analysis in Finance and Insurance, Second Edition, 2011, 303  crossref
  8. A. A. Sokko, “Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder”, Moscow Univ. Math. Bull., 70, № 3, 2015, 103  crossref
  9. Semih Onur Sezer, “On the Wiener disorder problem”, Ann. Appl. Probab., 20, № 4, 2010  crossref
  10. Aleksey S. Polunchenko, Grigory Sokolov, Wenyu Du, “Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi‐cyclic setup”, Appl Stoch Models Bus & Ind, 30, № 6, 2014, 723  crossref
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