The following pages link to Grigory Sokolov (Q2404185):
Displaying 7 items.
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations (Q2833359) (← links)
- Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection (Q2976814) (← links)
- Nearly Optimal Adaptive Sequential Tests for Object Detection (Q5102875) (← links)
- On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution (Q5267910) (← links)
- An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure (Q5413555) (← links)
- Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup (Q6571881) (← links)