The standard Poisson disorder problem revisited

By Erhan Bayraktar, Savas Dayanik, Ioannis Karatzas. 2005

62 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Emergency Medical Services, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7aab5983ba542093b37fcf97f001b6b898611685

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computer Networks and Communications

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

In Emergency Medical Services

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

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): “This fact can also be deduced using the arguments of [1] and [2], since the quickest disorder detection problem with exponential delay penalty can be studied as an optimal stopping problem for the process (φt , Xt )t≥0, which becomes Markovian under an auxiliary probability measure.”