On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion

21 June 2016

Papers citing "On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion"

7 / 7 papers shown

Title
Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup Aleksey S. Polunchenko 20 7 0 17 Jan 2016
An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion Aleksey S. Polunchenko Grigory Sokolov 36 8 0 15 Jan 2016
Quickest Change Detection Venugopal V. Veeravalli T. Banerjee AI4TS 75 125 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 87 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 75 92 0 22 Apr 2009