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
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion Kexuan Li Aleksey S. Polunchenko 38 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 15 3 0 05 Apr 2019
Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift Aleksey S. Polunchenko 66 4 0 28 Feb 2017
On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion Aleksey S. Polunchenko 51 12 0 21 Jun 2016