| Publication | Date of Publication | Type |
|---|
Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup
Applied Stochastic Models in Business and Industry | 2024-07-12 | Paper |
| More On the Quasi-Stationary Distribution of the Shiryaev--Roberts Diffusion | 2023-10-30 | Paper |
Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion
Sequential Analysis | 2021-03-02 | Paper |
On the evaluation of an integral involving the Whittaker \(W\) function
Journal of Computational and Applied Mathematics | 2020-09-14 | Paper |
Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data
Applied Stochastic Models in Business and Industry | 2019-03-07 | Paper |
A note on efficient performance evaluation of the cumulative sum chart and the sequential probability ratio test
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval
Statistical Papers | 2019-01-03 | Paper |
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval
Statistical Papers | 2019-01-03 | Paper |
Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time
Theory of Probability & Its Applications | 2018-08-15 | Paper |
Real-time financial surveillance via quickest change-point detection methods
Statistics and Its Interface | 2018-05-14 | Paper |
Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift
Sequential Analysis | 2017-12-01 | Paper |
An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach
Methodology and Computing in Applied Probability | 2017-09-18 | Paper |
On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution
Communications in Statistics. Simulation and Computation | 2017-06-13 | Paper |
On the quasi-stationary distribution of the Shiryaev-Roberts diffusion
Sequential Analysis | 2017-05-16 | Paper |
An exact formula for the average run length to false alarm of the generalized Shiryaev-Roberts procedure for change-point detection under exponential observations
Springer Proceedings in Mathematics & Statistics | 2016-11-18 | Paper |
Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup
Sequential Analysis | 2016-05-12 | Paper |
An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure
Sequential Analysis | 2014-04-30 | Paper |
| Quickest Change-Point Detection: A Bird's Eye View | 2013-10-11 | Paper |
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
Theory of Probability & Its Applications | 2013-06-12 | Paper |
State-of-the-art in sequential change-point detection
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
Nearly Optimal Change-Point Detection with an Application to Cybersecurity
(available as arXiv preprint) | 2012-10-19 | Paper |
State-of-the-Art in Sequential Change-Point Detection
(available as arXiv preprint) | 2011-09-13 | Paper |
A numerical approach to performance analysis of quickest change-point detection procedures
STATISTICA SINICA | 2011-05-16 | Paper |
A numerical approach to performance analysis of quickest change-point detection procedures
STATISTICA SINICA | 2011-05-16 | Paper |
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
The Annals of Statistics | 2011-01-19 | Paper |
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
Communications in Statistics: Theory and Methods | 2009-11-16 | Paper |
