The following pages link to Compound Poisson Disorder Problem (Q5388002):
Displayed 22 items.
- Sequential testing of simple hypotheses about compound Poisson processes (Q860706) (← links)
- Optimal time to change premiums (Q1006555) (← links)
- On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay (Q2078229) (← links)
- The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (Q2170226) (← links)
- On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
- On the single-leg airline revenue management problem in continuous time (Q2264102) (← links)
- The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057) (← links)
- Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
- Multisource Bayesian sequential change detection (Q2426605) (← links)
- On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
- Finite Horizon Decision Timing with Partially Observable Poisson Processes (Q2904311) (← links)
- Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates are Unknown (Q3094214) (← links)
- Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions (Q3578023) (← links)
- Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution (Q3630051) (← links)
- On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
- Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Sequential multi-hypothesis testing for compound Poisson processes (Q5451159) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- Bayesian quickest detection of credit card fraud (Q6121620) (← links)
- Compound Poisson disorder problem with uniformly distributed disorder time (Q6160977) (← links)
- Model misspecification in discrete time Bayesian online change detection (Q6164862) (← links)