scientific article
From MaRDI portal
Publication:3845705
zbMATH Open0109.11201MaRDI QIDQ3845705FDOQ3845705
Publication date: 1961
Title of this publication is not available (Why is that?)
Cited In (33)
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
- Generalization of Titchmarsh's theorem for the modified Whittaker transform
- On the evaluation of an integral involving the Whittaker \(W\) function
- Quickest drift change detection in Lévy-type force of mortality model
- Quickest real-time detection of multiple Brownian drifts
- Optimality of Two-Parameter Strategies in Stochastic Control
- Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval
- Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
- The Wiener disorder problem with finite horizon
- High-order approximation of Pearson diffusion processes
- Steady-state average run length(s): Methodology, formulas, and numerics
- Quickest detection of a hidden target and extremal surfaces
- Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems
- Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients
- Efficiency of institutional spending and investment rules
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval
- Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time
- Explicit asymptotics on first passage times of diffusion processes
- State-of-the-art in sequential change-point detection
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach
- Whittaker-Stockwell transform and Tikhonov regularization problem
- Statistical inference for reciprocal gamma diffusion process
- A multiple hypothesis testing approach to detection changes in distribution
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion
- The disorder problem for compound Poisson processes with exponential jumps
- Bayesian Switching Multiple Disorder Problems
- Lévy processes with respect to the Whittaker convolution
- Bayesian Quickest Detection Problems for Some Diffusion Processes
- Quickest real-time detection of a Brownian coordinate drift
- A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line
- Optimal Thresholds for Anomaly-Based Intrusion Detection in Dynamical Environments
- Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3845705)
