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