23 citations to https://www.mathnet.ru/rus/tvp996
  1. Habtemicael S. SenGupta I., “Ornstein–Uhlenbeck Processes For Geophysical Data Analysis”, Physica A, 399 (2014), 147–156  crossref  isi
  2. Wergen G., “Modeling Record-Breaking Stock Prices”, Physica A, 396 (2014), 114–133  crossref  isi
  3. Zhang H. Hadjiliadis O. Schaefer T. Poor H.V., “Quickest Detection in Coupled Systems”, SIAM J. Control Optim., 52:3 (2014), 1567–1596  crossref  isi
  4. Mariana Olvera-Cravioto, “On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails”, Advances in Applied Probability, 42:1 (2010), 106  crossref
  5. 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  mathnet  crossref  mathscinet  zmath; A. A. Novikov, “On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences”, Theory Probab. Appl., 53:3 (2009), 419–429  crossref  isi
  6. 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  crossref  mathscinet  zmath  isi
  7. Borovkov K., Novikov A., “On exit times of Levy-driven Ornstein–Uhlenbeck processes”, Statistics & Probability Letters, 78:12 (2008), 1517–1525  crossref  mathscinet  zmath  isi
  8. Sven Knoth, Frontiers in Statistical Quality Control 8, 2006, 74  crossref
  9. 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  crossref  isi
  10. Alexander G. Tartakovsky, “Discussion on “Likelihood Ratio Identities and Their Applications to Sequential Analysis” by Tze L. Lai”, Sequential Analysis, 23:4 (2004), 541  crossref
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