Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time
Under the Minimax Brownian Motion Setup

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Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup

17 January 2016

Aleksey S. Polunchenko

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Papers citing "Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup"

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Title
Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 64 10 0 17 Dec 2013
Quickest Change-Point Detection: A Bird's Eye View Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 60 23 0 11 Oct 2013
An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 56 13 0 11 Jul 2013
Quickest Change Detection Venugopal V. Veeravalli T. Banerjee AI4TS 89 125 0 19 Oct 2012
State-of-the-Art in Sequential Change-Point Detection Aleksey S. Polunchenko A. Tartakovsky AI4TS 73 140 0 13 Sep 2011
Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures A. Tartakovsky M. Pollak Aleksey S. Polunchenko 89 72 0 07 May 2010
A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures G. Moustakides Aleksey S. Polunchenko A. Tartakovsky 93 78 0 21 Jul 2009
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution Aleksey S. Polunchenko A. Tartakovsky 77 92 0 22 Apr 2009