23 citations to https://www.mathnet.ru/rus/tvp996
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Mario Lefebvre, “A First-Passage-Time Problem for a Discrete-Time Markov Process”, International Journal of Applied Mathematics, Computational Science and Systems Engineering, 6 (2024), 76
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Mario Lefebvre, “Probabilistic solutions of integral equations from optimal control”, J. Integral Equations Applications, 34:2 (2022)
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N. E. Kordzakhia, A. A. Novikov, “On maximal inequalities for Ornstein–Uhlenbeck processes with jumps”, Теория вероятн. и ее примен., 66:4 (2021), 895–913 ; Theory Probab. Appl., 66:4 (2022), 713–728
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Aliev S.A., Rahimov F.H., Hashimova T.E., Farhadova A.D., Bagirova G.A., “Limit Theorems For the Family of the First Passage Time of the Parabola By a Random Walk Described By the Autoreqression Process of Order One (Ar(1))”, Proceedings of the 6Th International Conference on Control and Optimization With Industrial Applications, Vol i, eds. Fikret A., Tamer B., Baku State Univ, Inst Applied Mathematics, 2018, 65–67
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Rahimov F.H., Hashimova T.E., Farhadova A.D., Khalilov V.S., Gulieva L.V., “Limit Theorem For the First Passage Time of the Level By the Random Walk Described By Nonlinear Function of the Autoregression Process of Order One Ar(1)”, Proceedings of the 6Th International Conference on Control and Optimization With Industrial Applications, Vol II, eds. Fikret A., Tamer B., Baku State Univ, Inst Applied Mathematics, 2018, 244–246
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Timo Koski, Brita Jung, Göran Högnäs, “Exit times for ARMA processes”, Adv. Appl. Probab., 50:A (2018), 191
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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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Aleksey S. Polunchenko, “A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test”, Appl Stoch Models Bus & Ind, 32:5 (2016), 565
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Dong Han, Fugee Tsung, Xianghui Ning, “Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks”, Communications in Statistics - Theory and Methods, 44:9 (2015), 1911
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Wenyu Du, Grigory Sokolov, Aleksey S. Polunchenko, Springer Proceedings in Mathematics & Statistics, 122, Stochastic Models, Statistics and Their Applications, 2015, 57