24 citations to https://www.mathnet.ru/rus/tvp2429
  1. Min Gao, Xiaoping Shi, Xuejun Wang, Wenzhi Yang, “Combination Test for Mean Shift and Variance Change”, Symmetry, 15:11 (2023), 1975  crossref
  2. Ding S., Fang H., Dong X., Yang W., “The Cusum Statistics of Change-Point Models Based on Dependent Sequences”, J. Appl. Stat., 49:10 (2022), 2593–2611  crossref  mathscinet  isi  scopus
  3. Dohnal G., Bukovsky I., “Novelty Detection Based on Learning Entropy”, Appl. Stoch. Models. Bus. Ind., 36:1 (2020), 178–183  crossref  mathscinet  isi
  4. Xu Z.Q., Yi F., “Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty”, Math. Oper. Res., 45:1 (2020), 384–401  crossref  mathscinet  isi
  5. Ding S. Li X. Dong X. Yang W., “The Consistency of the Cusum-Type Estimator of the Change-Point and Its Application”, Mathematics, 8:12 (2020), 2113  crossref  isi
  6. Lao D., Sundaramoorthi G., “Minimum Delay Moving Object Detection”, 30Th IEEE Conference on Computer Vision and Pattern Recognition (Cvpr 2017), IEEE Conference on Computer Vision and Pattern Recognition, IEEE, 2017, 4809–4818  crossref  isi  scopus
  7. El Karoui N., Loisel S., Salhi Ya., “Minimax Optimality in Robust Detection of a Disorder Time in Doubly-Stochastic Poisson Processes”, Ann. Appl. Probab., 27:4 (2017), 2515–2538  crossref  mathscinet  zmath  isi  scopus
  8. Ferenstein E.Z., Pasternak-Winiarski A., “Mathematical model of detecting disorders in service systems”, 2015 20th International Conference on Methods and Models in Automation and Robotics (MMAR ) (Miedzyzdroje, Poland), IEEE, 2015, 724–727  crossref  isi  scopus
  9. Б. С. Дарховский, А. Пирятинская, “Новый подход к проблеме сегментации временны́х рядов произвольной природы”, Стохастическое исчисление, мартингалы и их применения, Сборник статей. К 80-летию со дня рождения академика Альберта Николаевича Ширяева, Труды МИАН, 287, МАИК «Наука/Интерпериодика», М., 2014, 61–74  mathnet  crossref  elib; B. S. Darhovsky, A. Piryatinska, “New approach to the segmentation problem for time series of arbitrary nature”, Proc. Steklov Inst. Math., 287:1 (2014), 54–67  crossref  isi  elib
  10. Fontana C., Grbac Z., Jeanblanc M., Li Q., “Information, No-Arbitrage and Completeness For Asset Price Models With a Change Point”, Stoch. Process. Their Appl., 124:9 (2014), 3009–3030  crossref  mathscinet  zmath  isi  elib  scopus
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