Quickest Detection Problems in the Technical Analysis of the Financial Data

By Albert N. Shiryaev. 2002

130 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/787a0594327c024c5176cd01a6baa5a8e3fa5b29

How researchers see this paper

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In Statistics and Probability

1. Pavel V. Gapeev
2. Albert N. Shiryaev

Citations in the corpus

• Bayesian Quickest Detection Problems for Some Diffusion Processes (2010, methodology): “Extensive overviews of these and other related quickest sequential change-point detection methods were provided in the monographs [29] and [20].”
• Thou shalt buy and hold (2008, background): “The initial impetus to investigating this model was the combination of two papers by Shiryaev ( 2002 ) and Li and Zhou ( 2006 ), which at first glance seemed to be rather unrelated.”
• Selling a Stock at the Ultimate Maximum (2009, unknown): “By Jacques du Toit and Goran Peskir”