The following pages link to (Q4550924):
Displaying 44 items.
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- Adaptive Poisson disorder problem (Q862204) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Monitoring a Poisson process in several categories subject to changes in the arrival rates (Q952847) (← links)
- Optimal detection of a change-set in a spatial Poisson process (Q968778) (← links)
- A note on pasting conditions for the American perpetual optimal stopping problem (Q1003793) (← links)
- Optimal time to change premiums (Q1006555) (← links)
- Sequential tracking of a hidden Markov chain using point process observations (Q1019610) (← links)
- Change-point detection for Lévy processes (Q1737954) (← links)
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- The disorder problem for compound Poisson processes with exponential jumps (Q1774227) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- Change-level detection for Lévy subordinators (Q2121087) (← links)
- On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
- On the single-leg airline revenue management problem in continuous time (Q2264102) (← links)
- The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057) (← links)
- Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
- A Bayesian-martingale approach to the general disorder problem (Q2372468) (← links)
- Multisource Bayesian sequential change detection (Q2426605) (← links)
- Sequential change detection revisited (Q2426623) (← links)
- A note on optimal stopping for possible change in the intensity of an ordinary Poisson process (Q2497801) (← links)
- On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
- The standard Poisson disorder problem revisited (Q2567225) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← links)
- On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
- Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown (Q4689946) (← links)
- On optimal stopping of risk processes with regime switching (Q4898893) (← links)
- Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown (Q5012707) (← links)
- Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables (Q5043683) (← links)
- Sequential common change detection, isolation, and estimation in multiple poisson processes (Q5089389) (← links)
- Multi-dimensional sequential testing and detection (Q5094575) (← links)
- (Q5134810) (← links)
- Monitoring a Poisson process subject to gradual changes in the arrival rates (Q5197972) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise (Q5252225) (← links)
- Monotonicity and robustness in Wiener disorder detection (Q5379332) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes (Q5879910) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- Bayesian quickest detection of credit card fraud (Q6121620) (← links)
- Compound Poisson disorder problem with uniformly distributed disorder time (Q6160977) (← links)
- Model misspecification in discrete time Bayesian online change detection (Q6164862) (← links)
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process (Q6184888) (← links)
