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Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup
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Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (2016)Exact distribution of the Generalized Shi…Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis: Hypothes…Sequential Analysis (2014)Sequential AnalysisQuickest Change Detection (2014)Quickest Change DetectionState-of-the-Art in Sequential Change-Point Detection (2011)State-of-the-Art in Sequentia…THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (2004)THE SPECTRAL DECOMPOSITION OF…Spectral Expansions for Asian (Average Price) Options (2004)Spectral Expansions for Asian…Handbook of Brownian Motion - Facts and Formulae (2002)Handbook of Brownian Motion -…Essentials of Stochastic Finance (1999)Essentials of Stochastic Fina…Decision Theoretic Optimality of the Cusum Procedure (1990)Decision Theoretic Optimality…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…Optimal Detection of a Change in Distribution (1985)Optimal Detection of a Change…A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion (1985)A Diffusion Process and Its A…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …A Comparison of Some Control Chart Procedures (1966)A Comparison of Some Control …On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESEconomic Control of Quality of Manufactured Product. (1932)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Theory of Games and Statistical Decisions. (1955)Sequential Bayes Solutions and Optimal Methods of Statistical Acceptance Control (1956)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Control Chart Tests Based on Geometric Moving Averages (1959)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Quality Control and Industrial Statistics. (1967)changepoint : An R Package for Changepoint Analysis (2014)Homogeneity and change-point detection tests for multivariate data using rank statistics (2011)Sequential change-point detection based on nearest neighbors (2019)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)Information bounds and quick detection of parameter changes in stochastic systems (1998)Estimating quadratic variation using realized variance (2002)Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (2003)FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (2003)Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection (2016)High Dimensional Change Point Estimation via Sparse Projection (2017)How the news media activate public expression and influence national agendas (2017)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)A survey and some generalizations of Bessel processes (2003)A jump to default extended CEV model: an application of Bessel processes (2006)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,779 cited
  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 2002Handbook of Brownian Motion - Facts and Formulae1,149 cited
  • 1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 1985Optimal Detection of a Change in Distribution585 cited
  • 1999Essentials of Stochastic Finance543 cited
  • 1966A Comparison of Some Control Chart Procedures542 cited
  • 2014Sequential Analysis438 cited
  • 2015Sequential Analysis: Hypothesis Testing and Changepoint Detection352 cited
  • 2014Quickest Change Detection233 cited
  • 1990Decision Theoretic Optimality of the Cusum Procedure222 cited
  • 2004Spectral Expansions for Asian (Average Price) Options221 cited
  • 1985A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion174 cited
  • 2004THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE163 cited
  • 2011State-of-the-Art in Sequential Change-Point Detection127 cited

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