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