73 citations to https://www.mathnet.ru/rus/rm1010
  1. 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
  2. Michael Carlisle, Olympia Hadjiliadis, Ioannis Stamos, Handbook of High‐Frequency Trading and Modeling in Finance, 2016, 1  crossref
  3. Erhan Bayraktar, Lifeng Lai, “Byzantine Fault Tolerant Distributed Quickest Change Detection”, SIAM J. Control Optim, 53:2 (2015), 575  crossref  mathscinet  zmath  scopus  scopus
  4. Zhang H., Rodosthenous N., Hadjiliadis O., “Robustness of the N-Cusum Stopping Rule in a Wiener Disorder Problem”, Ann. Appl. Probab., 25:6 (2015), 3405–3433  crossref  mathscinet  zmath  isi  scopus  scopus
  5. Mijatovic A., Pistorius M., “Asymptotic Independence of Three Statistics of Maximal Segmental Scores”, Statist. Probab. Lett., 99 (2015), 185–191  crossref  mathscinet  zmath  isi  scopus  scopus
  6. Zhang H., “Occupation Times, Drawdowns, and Drawups For One-Dimensional Regular Diffusions”, Adv. Appl. Probab., 47:1 (2015), 210–230  crossref  mathscinet  zmath  isi
  7. Hongzhong Zhang, “Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions”, Adv. Appl. Probab., 47:01 (2015), 210  crossref
  8. Mazalov V.V., Nikitina N.N., “A Cusum Method To Detect and Counteract Intrusions”, Program. Comput. Softw., 40:6 (2014), 337–345  crossref  mathscinet  isi  scopus  scopus
  9. Heng Yang, Olympia Hadjiliadis, 53rd IEEE Conference on Decision and Control, 2014, 6567  crossref
  10. Chronopoulou A., Fellouris G., “Optimal Sequential Change Detection for Fractional Diffusion-Type Processes”, J. Appl. Probab., 50:1 (2013), 29–41  crossref  mathscinet  zmath  isi  scopus  scopus
Предыдущая
1
2
3
4
5
6
7
8
Следующая