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

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

21 June 2016

Aleksey S. Polunchenko

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

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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 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 60 4 0 28 Feb 2017
Asymptotic Near-Minimaxity of the Randomized Shiryaev-Roberts-Pollak Change-Point Detection Procedure in Continuous Time Aleksey S. Polunchenko 50 11 0 12 Jul 2016