Pages that link to "Item:Q3687467"
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The following pages link to A diffusion process and its applications to detecting a change in the drift of Brownian motion (Q3687467):
Displaying 18 items.
- Statistical Surveillance. Optimality and Methods (Q4832059) (← links)
- Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test (Q4944015) (← links)
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401) (← links)
- A combined SR-CUSUM procedure for detecting common changes in panel data (Q5076901) (← links)
- Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)
- Multiresolution anomaly detection method for fractional Gaussian noise (Q5128623) (← links)
- ON OPTIMAL THRESHOLDS FOR PAIRS TRADING IN A ONE-DIMENSIONAL DIFFUSION MODEL (Q5158748) (← links)
- Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks (Q5265877) (← links)
- On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution (Q5267910) (← links)
- High moments of two optimal rules of detecting a change in distributions (Q5288865) (← links)
- New characteristics for portfolio surveillance (Q5400850) (← links)
- Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model (Q5476157) (← links)
- Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (Q5485892) (← links)
- Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev (Q5894057) (← links)
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei (Q5900488) (← links)
- Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
- Model misspecification in discrete time Bayesian online change detection (Q6164862) (← links)
- Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise (Q6180963) (← links)
