71 citations to https://www.mathnet.ru/rus/rm1010
  1. А. Н. Ширяев, “О стохастических моделях и оптимальных методах в задачах скорейшего обнаружения”, Теория вероятн. и ее примен., 53:3 (2008), 417–436  mathnet  crossref  mathscinet  zmath  elib; A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53:3 (2009), 385–401  crossref  isi  elib
  2. Andreou, E, “Quality control for structural credit risk models”, Journal of Econometrics, 146:2 (2008), 364  crossref  mathscinet  zmath  isi  scopus  scopus
  3. Moustakides, GV, “Sequential change detection revisited”, Annals of Statistics, 36:2 (2008), 787  crossref  mathscinet  zmath  isi  scopus  scopus
  4. Boris Brodsky, Boris Darkhovsky, “Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems”, Sequential Analysis, 27:2 (2008), 141  crossref  mathscinet  zmath  elib  scopus  scopus
  5. Ian McCulloh, Kathleen M. Carley, “Social Network Change Detection”, SSRN Journal, 2008  crossref
  6. Ian McCulloh, Kathleen M. Carley, “Detecting Change in Human Social Behavior Simulation”, SSRN Journal, 2008  crossref
  7. Eugene A. Feinberg, Albert N. Shiryaev, “Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings”, stnd, 24:4 (2007), 445  crossref  mathscinet
  8. Arne LØkka, “Detection of disorder before an observable event”, Stochastics An International Journal of Probability and Stochastic Processes, 79:3-4 (2007), 219  crossref  mathscinet  zmath  scopus  scopus
  9. Marianne Frisén, “Properties and Use of the Shewhart Method and Its Followers”, Sequential Analysis, 26:2 (2007), 171  crossref  mathscinet  zmath  scopus  scopus
  10. O. Hadjiliadis, J. Vecer, “Drawdowns preceding rallies in the Brownian motion model”, Quantitative Finance, 6:5 (2006), 403–409  crossref  mathscinet  zmath  isi  scopus  scopus
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