An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion

15 January 2016

Papers citing "An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion"

11 / 11 papers shown

Title
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion Kexuan Li Aleksey S. Polunchenko 33 2 0 05 Jul 2019
Analytic Evaluation of the Fractional Moments for the Quasi-Stationary Distribution of the Shiryaev Martingale on an Interval Kexuan Li Aleksey S. Polunchenko Andrey Pepelyshev 13 3 0 05 Apr 2019
A Note on the Quasi-Stationary Distribution of the Shiryaev Martingale on the Positive Half-Line Aleksey S. Polunchenko S. Martínez Jaime San Martín 23 5 0 14 Nov 2017
Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift Aleksey S. Polunchenko 58 4 0 28 Feb 2017
On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion Aleksey S. Polunchenko 45 12 0 21 Jun 2016
Quickest Change-Point Detection: A Bird's Eye View Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 64 23 0 11 Oct 2013
Quickest Change Detection Venugopal V. Veeravalli T. Banerjee AI4TS 120 125 0 19 Oct 2012
State-of-the-Art in Sequential Change-Point Detection Aleksey S. Polunchenko A. Tartakovsky AI4TS 86 141 0 13 Sep 2011
Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures A. Tartakovsky M. Pollak Aleksey S. Polunchenko 125 72 0 07 May 2010
A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures G. Moustakides Aleksey S. Polunchenko A. Tartakovsky 125 78 0 21 Jul 2009
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution Aleksey S. Polunchenko A. Tartakovsky 123 92 0 22 Apr 2009