24 citations to https://www.mathnet.ru/rus/tvp535
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Savas Dayanik, Semih O Sezer, “Model Misspecification in Discrete Time Bayesian Online Change Detection”, Methodol Comput Appl Probab, 25:1 (2023)
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PAVEL V. GAPEEV, MONIQUE JEANBLANC, “DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION”, Int. J. Theor. Appl. Finan., 22:04 (2019), 1950006
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V G Burmistrova, A A Butov, M A Volkov, M G Moskvicheva, Y Zh Pchelkina, “Some problems for the processes with the compensation of the change-point event”, J. Phys.: Conf. Ser., 1368:4 (2019), 042088
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A A Kovalenko, “Some Approaches to the Estimation of the Stopping Time of the Cross-boundary Event for the Process with the Change-point”, J. Phys.: Conf. Ser., 1368:4 (2019), 042089
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Brodsky B., “Change-Point Analysis in Nonstationary Stochastic Models”, Change-Point Analysis in Nonstationary Stochastic Models, Crc Press-Taylor & Francis Group, 2017, 1–345
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Ritesh Srivastava, M.P.S. Bhatia, “Real-Time Unspecified Major Sub-Events Detection in the Twitter Data Stream That Cause the Change in the Sentiment Score of the Targeted Event”, International Journal of Information Technology and Web Engineering, 12:4 (2017), 1
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Pavel V. Gapeev, “Bayesian Switching Multiple Disorder Problems”, Mathematics of OR, 41:3 (2016), 1108
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Dimitri O. Ledenyov, Viktor O. Ledenyov, “Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities”, SSRN Journal, 2014
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P. V. Gapeev, A. N. Shiryaev, “Bayesian quickest detection problems for some diffusion processes”, Adv. in Appl. Probab., 45:1 (2013), 164–185
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Pavel V. Gapeev, Albert N. Shiryaev, “Bayesian Quickest Detection Problems for Some Diffusion Processes”, Adv. Appl. Probab., 45:01 (2013), 164