Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A note on sequential detection with exponential penalty for the delay

4 references·12 citing·39 second hop

FromToDepth

this work references cited by second hop

References

1988Brownian Motion and Stochastic Calculus1,544 cited
1963On Optimum Methods in Quickest Detection Problems839 cited
1997A New Look at Optimal Stopping Problems related to Mathematical Finance86 cited
1998Quickest detection with exponential penalty for delay75 cited

Cited by

2013Bayesian Quickest Detection Problems for Some Diffusion Processes30 cited
2007Optimal stopping via measure transformation: the Beibel–Lerche approach26 cited
2003A note on Bayesian detection of change-points with an expected miss criterion24 cited
2007Properties and Use of the Shewhart Method and Its Followers23 cited
2020Bayesian Quickest Detection of Credit Card Fraud19 cited
2010On the Wiener disorder problem15 cited
2013Bayesian Quickest Detection Problems for Some Diffusion Processes13 cited
2015Quickest Detection with Discretely Controlled Observations10 cited
2010Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions9 cited
2006Quickest Detection for a Poisson Process with a Phase-type Change-time Distribution8 cited
2009Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

7 cited

2008Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics6 cited