11 citations to https://www.mathnet.ru/rus/tvp2449
-
Li K., Polunchenko A.S., Pepelyshev A., “Analytic Evaluation of the Fractional Moments For the Quasi-Stationary Distribution of the Shiryaev Martingale on An Interval”, Commun. Stat.-Simul. Comput., 50:9 (2021), 2705–2720
-
Li K., Polunchenko A.S., “On the Convergence Rate of the Quasi- to Stationary Distribution For the Shiryaev-Roberts Diffusion”, Seq. Anal., 39:2 (2020), 214–229
-
Romanenkova E., Zaytsev A., Klyuchnikov N., Gruzdev A., Antipova K., Ismailova L., Burnaev E., Semenikhin A., Koryabkin V., Simon I., Koroteev D., “Real-Time Data-Driven Detection of the Rock-Type Alteration During a Directional Drilling”, IEEE Geosci. Remote Sens. Lett., 17:11 (2020), 1861–1865
-
A. S. Polunchenko, S. Martínez, J. San Martín, “A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line”, Теория вероятн. и ее примен., 63:3 (2018), 565–583
; Theory Probab. Appl., 63:3 (2019), 464–478
-
Polunchenko A.S., Pepelyshev A., “Analytic Moment and Laplace Transform Formulae For the Quasi-Stationary Distribution of the Shiryaev Diffusion on An Interval”, Stat. Pap., 59:4, SI (2018), 1351–1377
-
Polunchenko A.S., “On the quasi-stationary distribution of the Shiryaev–Roberts diffusion”, Seq. Anal., 36:1 (2017), 126–149
-
A. S. Polunchenko, “Asymptotic near-minimaxity of the randomized Shiryaev–Roberts–Pollak change-point detection procedure in continuous time”, Теория вероятн. и ее примен., 62:4 (2017), 769–786
; Theory Probab. Appl., 62:4 (2018), 617–631
-
Polunchenko A.S., “Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion With Constant Positive Drift”, Seq. Anal., 36:3 (2017), 370–383
-
Polunchenko A.S., Sokolov G., “An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion”, Methodol. Comput. Appl. Probab., 18:4, SI (2016), 1153–1195
-
Polunchenko A.S., “Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup”, Seq. Anal., 35:1, SI (2016), 108–143