M. Baron, A. G. Tartakovsky, “Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models”, Sequential Analysis, 25:3 (2006), 257
A. N. Shiryaev, Mathematical Events of the Twentieth Century, 2006, 371
Elena Andreou, Eric Ghysels, “Quality Control for Structural Credit Risk Models”, SSRN Journal, 2006
Hadjiliadis, O, “Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Bownian motion model”, Journal of Applied Probability, 42:4 (2005), 1183
Brodsky, B, “Asymptotically optimal methods of change-point detection for composite hypotheses”, Journal of Statistical Planning and Inference, 133:1 (2005), 123
Tartakovsky A.G., “Asymptotic performance of a multichart CUSUM test under false alarm probability constraint”, 44th IEEE Conference on Decision and Control & European Control Conference, 2005, 320–325
Brodsky B., Darkhovsky B., “Asymptotically optimal sequential change-point detection under composite hypotheses”, 44th IEEE Conference on Decision and Control & European Control Conference, 2005, 7347–7351
O. Hadjiliadis, V. Moustakides, “Optimal and asymptotically optimal CUSUM rules for change point detection in the Brownian motion model with multiple alternatives”, Теория вероятн. и ее примен., 50:1 (2005), 131–144 ; Theory Probab. Appl., 50:1 (2006), 75–85
Olympia Hadjiliadis, “Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model”, J. Appl. Probab., 42:04 (2005), 1183
A. G. Tartakovskii, V. Veeravalli, “General asymptotic Bayesian theory of quickest change detection”, Теория вероятн. и ее примен., 49:3 (2004), 538–582 ; Theory Probab. Appl., 49:3 (2005), 458–497