71 citations to https://www.mathnet.ru/rus/rm1010
  1. Yang H., Hadjiliadis O., Ludkovski M., “Quickest Detection in the Wiener Disorder Problem With Post-Change Uncertainty”, Stochastics, 89:3-4 (2017), 654–685  crossref  mathscinet  zmath  isi  scopus
  2. Polunchenko A.S., “On the quasi-stationary distribution of the Shiryaev–Roberts diffusion”, Seq. Anal., 36:1 (2017), 126–149  crossref  mathscinet  zmath  isi  scopus
  3. El Karoui N., Loisel S., Salhi Ya., “Minimax Optimality in Robust Detection of a Disorder Time in Doubly-Stochastic Poisson Processes”, Ann. Appl. Probab., 27:4 (2017), 2515–2538  crossref  mathscinet  zmath  isi  scopus  scopus
  4. Johnson P., Moriarty J., Peskir G., “Detecting Changes in Real-Time Data: a User'S Guide to Optimal Detection”, Philos. Trans. R. Soc. A-Math. Phys. Eng. Sci., 375:2100 (2017), 20160298  crossref  mathscinet  isi  scopus  scopus
  5. А. Н. Ширяев, “О минимаксной оптимальности CUSUM-статистики в задачах о разладке для броуновского движения”, Теория вероятн. и ее примен., 61:4 (2016), 837–844  mathnet  crossref  mathscinet  zmath  elib; A. N. Shiryaev, “On mini-max optimality of CUSUM statistics in change point detection problem for Brownian motion”, Theory Probab. Appl., 61:4 (2017), 719–726  crossref  isi
  6. Dayanik S., Sezer S.O., “Sequential Sensor Installation for Wiener Disorder Detection”, Math. Oper. Res., 41:3 (2016), 827–850  crossref  mathscinet  zmath  isi  elib  scopus
  7. Polunchenko A.S., “Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup”, Seq. Anal., 35:1, SI (2016), 108–143  crossref  mathscinet  zmath  isi  elib  scopus
  8. Mijatovic A., Pistorius M., “Joint asymptotic distribution of certain path functionals of the reflected process”, Electron. Commun. Probab., 21 (2016), 43  crossref  mathscinet  zmath  isi  scopus
  9. Polunchenko A.S., Sokolov G., “An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion”, Methodol. Comput. Appl. Probab., 18:4, SI (2016), 1153–1195  crossref  mathscinet  zmath  isi  elib  scopus
  10. Michael Carlisle, Olympia Hadjiliadis, Ioannis Stamos, Handbook of High‐Frequency Trading and Modeling in Finance, 2016, 1  crossref
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