A. N. Shiryaev, “Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time”, Russian Math. Surveys, 51:4 (1996), 750

Citation in format AMSBIB

\Bibitem{Shi96}

\by A.~N.~Shiryaev

\paper Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time

\jour Russian Math. Surveys

\yr 1996

\vol 51

\issue 4

\pages 750--751

\mathnet{http://mi.mathnet.ru/eng/rm1010}

\crossref{https://doi.org/10.1070/RM1996v051n04ABEH002986}

\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1422244}

\zmath{https://zbmath.org/?q=an:0882.62076}

\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?1996RuMaS..51..750S}

\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996WJ45300015}

\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-0030352449}

This publication is cited in the following 72 articles:

O.V. Chernoyarov, S. Dachian, Yu.A. Kutoyants, “On misspecification in cusp-type change-point models”, Journal of Statistical Planning and Inference, 239 (2025), 106290
Neha Deopa, Daniele Rinaldo, “Quickest Detection of Ecological Regimes for Natural Resource Management”, Environ Resource Econ, 2024
Michał Krawiec, Zbigniew Palmowski, “Multivariate Lévy-type drift change detection and mortality modeling”, Eur. Actuar. J., 14:1 (2024), 175
M. V. Goguev, A. A. Kislitsyn, “Modelirovanie traektorii vremennykh ryadov s pomoschyu uravneniya Liuvillya”, Kompyuternye issledovaniya i modelirovanie, 16:3 (2024), 585–598
Jay Bartroff, Alexander G. Tartakovsky, “Beyond boundaries: Gary Lorden's groundbreaking contributions to sequential analysis”, Sequential Analysis, 43:3 (2024), 379
G. I. Belyavskii, N. V. Danilova, “Upravlenie v binarnykh modelyakh s razladkoi”, Vestn. YuUrGU. Ser. Matem. modelirovanie i programmirovanie, 15:3 (2022), 67–82
M. G. Chebunin, A. P. Kovalevskii, “Asymptotics of sums of regression residuals under multiple ordering of regressors”, Sib. elektron. matem. izv., 18:2 (2021), 1482–1492
A. A. Kislitsyn, “Programmnyi kompleks dlya analiza statistiki soglasovannogo urovnya statsionarnosti vremennykh ryadov”, Preprinty IPM im. M. V. Keldysha, 2020, 026, 22 pp.
Figueroa-Lopez J.E., Olafsson S., “Change-Point Detection For Levy Processes”, Ann. Appl. Probab., 29:2 (2019), 717–738
Sebryakov G.G., Pavlov V.I., Muzhichek S.M., Motlich P.A., Skrynnikov A.A., Yermolin O.V., Workshop on Materials and Engineering in Aeronautics (Mea), IOP Conference Series-Materials Science and Engineering, 476, eds. Nikulchev E., Korsun O., IOP Publishing Ltd, 2019
Krawiec M., Palmowski Z., Plociniczak L., “Quickest Drift Change Detection in Levy-Type Force of Mortality Model”, Appl. Math. Comput., 338 (2018), 432–450
Yang H., Hadjiliadis O., Ludkovski M., “Quickest Detection in the Wiener Disorder Problem With Post-Change Uncertainty”, Stochastics, 89:3-4 (2017), 654–685
Polunchenko A.S., “On the quasi-stationary distribution of the Shiryaev–Roberts diffusion”, Seq. Anal., 36:1 (2017), 126–149
El Karoui N., Loisel S., Salhi Ya., “Minimax Optimality in Robust Detection of a Disorder Time in Doubly-Stochastic Poisson Processes”, Ann. Appl. Probab., 27:4 (2017), 2515–2538
Johnson P., Moriarty J., Peskir G., “Detecting Changes in Real-Time Data: a User'S Guide to Optimal Detection”, Philos. Trans. R. Soc. A-Math. Phys. Eng. Sci., 375:2100 (2017), 20160298
A. N. Shiryaev, “On mini-max optimality of CUSUM statistics in change point detection problem for Brownian motion”, Theory Probab. Appl., 61:4 (2017), 719–726
Dayanik S., Sezer S.O., “Sequential Sensor Installation for Wiener Disorder Detection”, Math. Oper. Res., 41:3 (2016), 827–850
Polunchenko A.S., “Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup”, Seq. Anal., 35:1, SI (2016), 108–143
Mijatovic A., Pistorius M., “Joint asymptotic distribution of certain path functionals of the reflected process”, Electron. Commun. Probab., 21 (2016), 43
Polunchenko A.S., Sokolov G., “An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion”, Methodol. Comput. Appl. Probab., 18:4, SI (2016), 1153–1195