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Quickest Detection of a Minimum of Two Poisson Disorder Times
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Quickest Detection of a Minimum of Two Poisson Disorder Times (2007)Quickest Detection of a Minimum of Two Po…Poisson Disorder Problem with Exponential Penalty for Delay (2006)Poisson Disorder Problem with…Adaptive Poisson disorder problem (2006)Adaptive Poisson disorder pro…The standard Poisson disorder problem revisited (2005)The standard Poisson disorder…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Quickest detection with exponential penalty for delay (1998)Quickest detection with expon…Markov Models & Optimization (1993)Markov Models & OptimizationOptimal prediction of cyclical downturns (1982)Optimal prediction of cyclica…Point Processes and Queues (1981)Point Processes and QueuesQUICKEST DETECTION IN COUPLED SYSTEMS∗ (2016)QUICKEST DETECTION IN COUPLED…Robustness of the N-CUSUM stopping rule in a Wiener disorder problem (2015)Robustness of the N-CUSUM sto…Quickest Detection in Coupled Systems (2014)Quickest Detection in Coupled…Quickest detection in coupled systems (2009)Quickest detection in coupled…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)A Contribution to the Theory of the Trade Cycle (1951)Scoring the Leading Indicators (1989)Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures (1993)What Do the Leading Indicators Lead? (1996)Limit Theorems for Stochastic Processes (2003)Compound Poisson Disorder Problem (2006)Quickest detection problems for Bessel processes (2017)Stochastic Differential Equations (2003)MULTISOURCE BAYESIAN SEQUENTIAL CHANGE DETECTION (2008)Sequential change detection revisited (2008)Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach (2010)Brownian Motion and Stochastic Calculus (2007)CONTINUOUS INSPECTION SCHEMES (1954)Procedures for Reacting to a Change in Distribution (1971)Detection of Abrupt Changes: Theory and Applications. (1995)Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (2009)Bayesian Sequential Detection With Phase-Distributed Change Time and Nonlinear Penalty—A POMDP Lattice Programming Approach (2011)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)Stability and convergence of moments for multiclass queueing networks via fluid limit models (1995)Controlled diffusion models for optimal dividend pay-out (1997)Dynamic modeling and control of supply chain systems: A review (2007)Sequential tracking of a hidden Markov chain using point process observations (2008)Bayesian Quickest Detection Problems for Some Diffusion Processes (2013)Bayesian Quickest Detection of Credit Card Fraud (2020)
this work references cited by second hop

References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1981Point Processes and Queues1,652 cited
  • 1993Markov Models & Optimization861 cited
  • 1982Optimal prediction of cyclical downturns204 cited
  • 1998Quickest detection with exponential penalty for delay75 cited
  • 2006Adaptive Poisson disorder problem62 cited
  • 2005The standard Poisson disorder problem revisited56 cited
  • 2006Poisson Disorder Problem with Exponential Penalty for Delay38 cited

Cited by

  • 2009Quickest detection in coupled systems11 cited
  • 2014Quickest Detection in Coupled Systems10 cited
  • 2015Robustness of the N-CUSUM stopping rule in a Wiener disorder problem9 cited
  • 2016QUICKEST DETECTION IN COUPLED SYSTEMS∗9 cited

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