71 citations to https://www.mathnet.ru/rus/rm1010
-
Yang H., Hadjiliadis O., Ludkovski M., “Quickest Detection in the Wiener Disorder Problem With Post-Change Uncertainty”, Stochastics, 89:3-4 (2017), 654–685
-
Polunchenko A.S., “On the quasi-stationary distribution of the Shiryaev–Roberts diffusion”, Seq. Anal., 36:1 (2017), 126–149
-
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
-
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
-
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 ; 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
-
Dayanik S., Sezer S.O., “Sequential Sensor Installation for Wiener Disorder Detection”, Math. Oper. Res., 41:3 (2016), 827–850
-
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
-
Mijatovic A., Pistorius M., “Joint asymptotic distribution of certain path functionals of the reflected process”, Electron. Commun. Probab., 21 (2016), 43
-
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
-
Michael Carlisle, Olympia Hadjiliadis, Ioannis Stamos, Handbook of High‐Frequency Trading and Modeling in Finance, 2016, 1