71 citations to https://www.mathnet.ru/rus/rm1010
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Hongzhong Zhang, Olympia Hadjiliadis, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012, 4757
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Moustakides G.V., Polunchenko A.S., Tartakovsky A.G., “A Numerical Approach To Performance Analysis of Quickest Change-Point Detection Procedures”, Stat Sin, 21:2 (2011), 571–596
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Dayanik S., “Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs”, Mathematics of Operations Research, 35:4 (2010), 756–785
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Robert Liptser, Alexander Tartakovsky, “From Disorder Detection to Optimal Stopping and Mathematical Finance”, Lsqa, 29:2 (2010), 112
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Savas Dayanik, “Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions”, Sequential Analysis, 29:2 (2010), 193
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Olympia Hadjiliadis, Hongzhong Zhang, H. Vincent Poor, “One Shot Schemes for Decentralized Quickest Change Detection”, IEEE Trans Inform Theory, 55:7 (2009), 3346
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Pollak, M, “OPTIMALITY PROPERTIES OF THE SHIRYAEV-ROBERTS PROCEDURE”, Statistica Sinica, 19:4 (2009), 1729
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O. Hadjiliadis, G. Hernandez del-Valle, I. Stamos, “A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model”, Sequential Analysis, 28:1 (2009), 92
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А. Г. Тартаковский, “Асимптотическая оптимальность в байесовских задачах наискорейшего обнаружения при ограничении на глобальную вероятность ложной тревоги”, Теория вероятн. и ее примен., 53:3 (2008), 472–499 ; A. G. Tartakovskii, “Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint”, Theory Probab. Appl., 53:3 (2009), 443–466
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O. Hadjiliadis, V. H. Poor, “On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model”, Теория вероятн. и ее примен., 53:3 (2008), 610–622 ; Theory Probab. Appl., 53:3 (2009), 537–547