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This article has been cited by the following publications. This list is generated based on data provided by Crossref.
Hadjiliadis, Olympia Hadjiliadis, Olympia Poor, Vincent H and Poor, Vincent H 2008. On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model. Теория вероятностей и ее применения, Vol. 53, Issue. 3, p. 610.
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Hadjiliadis, O. del-Valle, G. Hernandez and Stamos, I. 2009. A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model. Sequential Analysis, Vol. 28, Issue. 1, p. 92.
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Hadjiliadis, O. and Poor, H. V. 2009. On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model. Theory of Probability & Its Applications, Vol. 53, Issue. 3, p. 537.
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Dayanik, Savas 2010. Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs. Mathematics of Operations Research, Vol. 35, Issue. 4, p. 756.
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Dayanik, Savas 2010. Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions. Sequential Analysis, Vol. 29, Issue. 2, p. 193.
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Zhang, Hongzhong Hadjiliadis, Olympia Schäfer, Tobias and Poor, H. Vincent 2014. Quickest Detection in Coupled Systems. SIAM Journal on Control and Optimization, Vol. 52, Issue. 3, p. 1567.
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Yang, Heng and Hadjiliadis, Olympia 2014. Detection problem with post-change drift uncertainty. p. 6567.
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Carlisle, Michael Hadjiliadis, Olympia and Stamos, Ioannis 2016. Handbook of High‐Frequency Trading and Modeling in Finance. p. 1.
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Falt, James and Blostein, Steven D. 2016. Two-sided change detection under unknown initial state. p. 418.
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Dayanik, Savas and Sezer, Semih O. 2016. Sequential Sensor Installation for Wiener Disorder Detection. Mathematics of Operations Research, Vol. 41, Issue. 3, p. 827.
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Dayanik, Savas and Sezer, Semih O 2023. Model Misspecification in Discrete Time Bayesian Online Change Detection. Methodology and Computing in Applied Probability, Vol. 25, Issue. 1,
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Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
  • Volume 42, Issue 4
  • Olympia Hadjiliadis (a1)
  • DOI: https://doi.org/10.1239/jap/1134587825
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Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
  • Volume 42, Issue 4
  • Olympia Hadjiliadis (a1)
  • DOI: https://doi.org/10.1239/jap/1134587825
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Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
  • Volume 42, Issue 4
  • Olympia Hadjiliadis (a1)
  • DOI: https://doi.org/10.1239/jap/1134587825
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