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 50 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- From Sturm-Liouville problems to fractional and anomalous diffusions (Q449235) (← links)
- A neural network approach for the real-time detection of faults (Q954701) (← links)
- Surveillance to detect emerging space-time clusters (Q961714) (← links)
- On the Wiener disorder problem (Q990391) (← links)
- A lower confidence bound for the change point after a sequential CUSUM test (Q1395892) (← links)
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- On solutions to Itô stochastic differential equations (Q1408412) (← links)
- Detecting a change in regression: First-order optimality (Q1583892) (← links)
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
- Optimal speed of detection in generalized Wiener disorder problems. (Q1765992) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- A less sensitive linear detector for the change point based on kernel smoothing method (Q1915121) (← links)
- A simple and effective scanning rule for a multi-channel system (Q1922593) (← links)
- First passage times for Slepian process with linear and piecewise linear barriers (Q2231312) (← links)
- CUSUM control charts for monitoring optimal portfolio weights (Q2275651) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- On the biases of change point and change magnitude estimation after CUSUM test (Q2491854) (← links)
- Sequential change-point detection when unknown parameters are present in the pre-change distribution (Q2493547) (← links)
- Limit theorems for discounted convergent perpetuities. II (Q2685145) (← links)
- Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (Q2805608) (← links)
- An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts (Q2821016) (← links)
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
- Quickest Detection Problems: Fifty Years Later (Q3068080) (← links)
- A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection (Q3136528) (← links)
- Sequential Common Change Detection and Isolation of Changed Panels in Panel Data (Q3305595) (← links)
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (Q3396404) (← links)
- Detection of disorder before an observable event (Q3429342) (← links)
- Properties and Use of the Shewhart Method and Its Followers (Q3445886) (← links)
- Performance comparison of some likelihood ratio-based statistical surveillance methods (Q3532714) (← links)
- From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions (Q3645039) (← links)
- Cusum procedure for monitoring variability (Q4270000) (← links)
- Dynamic sampling plans in on‐line control charts (Q4280409) (← links)
- Asymptotically optimal ditiction of a change in a linear model (Q4293729) (← links)
- Asymptotics of the run lengths of two control charts (Q4337073) (← links)
- Linear statistics in change‐point estimation and their asymptotic behaviour (Q4344825) (← links)
- Control charts applying a general sequential test at each sampling point (Q4351748) (← links)
- Sequential Change-Point Detection and Estimation (Q4428256) (← links)
- Evaluations of likelihood ratio methods for surveillance. (Q4490190) (← links)
- A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067) (← links)
- Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (Q4627114) (← links)
- Detecting Abrupt Changes by Wavelet Methods (Q4805739) (← links)
- Discord Detection For A Process With A Predefined Interval Of Observations (Q4805932) (← links)
- 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)
