Pages that link to "Item:Q5437385"
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The following pages link to Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings (Q5437385):
Displaying 17 items.
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution (Q620556) (← links)
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
- State-of-the-art in sequential change-point detection (Q1930617) (← links)
- A multiple hypothesis testing approach to detection changes in distribution (Q2322948) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- A problem of the fastest detection of regime changing for Levy processes (Q2513065) (← links)
- Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (Q2805608) (← links)
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
- Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
- State-of-the-Art in Bayesian Changepoint Detection (Q3578019) (← links)
- Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← 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)
- Bayesian Quickest Detection in Sensor Arrays (Q4650225) (← links)
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401) (← links)
- Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)
- On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution (Q5267910) (← links)
