On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution

22 April 2009

Papers citing "On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution"

3 / 3 papers shown

Title
An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion Aleksey S. Polunchenko Grigory Sokolov 26 8 0 15 Jan 2016
Numerical Comparison of Cusum and Shiryaev-Roberts Procedures for Detecting Changes in Distributions G. Moustakides Aleksey S. Polunchenko A. Tartakovsky 164 49 0 28 Aug 2009
On Optimality Properties of the Shiryaev-Roberts Procedure M. Pollak A. Tartakovsky 98 99 0 31 Oct 2007