23 citations to https://www.mathnet.ru/rus/tvp996
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Habtemicael S. SenGupta I., “Ornstein–Uhlenbeck Processes For Geophysical Data Analysis”, Physica A, 399 (2014), 147–156
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Wergen G., “Modeling Record-Breaking Stock Prices”, Physica A, 396 (2014), 114–133
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Zhang H. Hadjiliadis O. Schaefer T. Poor H.V., “Quickest Detection in Coupled Systems”, SIAM J. Control Optim., 52:3 (2014), 1567–1596
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Mariana Olvera-Cravioto, “On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails”, Advances in Applied Probability, 42:1 (2010), 106
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А. А. Новиков, “Несколько замечаний о распределении времени первого выхода и оптимальной остановке AR(1)-последовательностей”, Теория вероятн. и ее примен., 53:3 (2008), 458–471 ; A. A. Novikov, “On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences”, Theory Probab. Appl., 53:3 (2009), 419–429
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Novikov A., Kordzakhia N., “Martingales and first passage times of AR(1) sequences”, Stochastics-An International Journal of Probability and Stochastic Processes, 80:2–3 (2008), 197–210
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Borovkov K., Novikov A., “On exit times of Levy-driven Ornstein–Uhlenbeck processes”, Statistics & Probability Letters, 78:12 (2008), 1517–1525
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Sven Knoth, Frontiers in Statistical Quality Control 8, 2006, 74
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Novikov A., Melchers R.E., Shinjikashvili E., Kordzakhia N., “First passage time of filtered Poisson process with exponential shape function”, Probabilistic Engineering Mechanics, 20:1 (2005), 57–65
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Alexander G. Tartakovsky, “Discussion on “Likelihood Ratio Identities and Their Applications to Sequential Analysis” by Tze L. Lai”, Sequential Analysis, 23:4 (2004), 541