Pages that link to "Item:Q2986851"
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The following pages link to On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851):
Displayed 9 items.
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
- On the evaluation of an integral involving the Whittaker \(W\) function (Q2199771) (← links)
- Sequential Common Change Detection and Isolation of Changed Panels in Panel Data (Q3305595) (← links)
- Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (Q4580434) (← links)
- A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067) (← links)
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401) (← links)
- Power of the MOSUM test for online detection of a transient change in mean (Q4964405) (← links)
- A combined SR-CUSUM procedure for detecting common changes in panel data (Q5076901) (← links)
- Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)