61 citations to 10.1007/978-3-662-12429-1_22 (Crossref Cited-By Service)
  1. Anastasiia Sokko, “Testing the Stochastic Disorder Model on Stock Markets”, SSRN Journal, 2017  crossref
  2. Albert Shiryaev, Zuoquan Xu¶, Xun Yu Zhou, “Thou shalt buy and hold”, Quantitative Finance, 8, № 8, 2008, 765  crossref
  3. Aleksey S. Polunchenko, “Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift”, Sequential Analysis, 36, № 3, 2017, 370  crossref
  4. Violetta Bernyk, Robert C. Dalang, Goran Peskir, “Predicting the ultimate supremum of a stable Lévy process with no negative jumps”, Ann. Probab., 39, № 6, 2011  crossref
  5. Marianne Frisén, “Properties and Use of the Shewhart Method and Its Followers”, Sequential Analysis, 26, № 2, 2007, 171  crossref
  6. Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev, “Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval”, Communications in Statistics - Simulation and Computation, 50, № 9, 2021, 2705  crossref
  7. Miguel Martinez, Sylvain Rubenthaler, Etienne Tanré, “Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance”, Stochastic Analysis and Applications, 27, № 2, 2009, 270  crossref
  8. J. du Toit, G. Peskir, A. N. Shiryaev, “Predicting the last zero of Brownian motion with drift”, Stochastics, 80, № 2-3, 2008, 229  crossref
  9. Ali Tajer, H. Vincent Poor, “Quick Search for Rare Events”, IEEE Trans. Inform. Theory, 59, № 7, 2013, 4462  crossref
  10. Aleksey S Polunchenko, “Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time”, Теория вероятностей и ее применения, 62, № 4, 2017, 769  crossref
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