Statistics and Risk Modelingжурнал

Статьи, опубликованные в журнале

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• • 2011 A Bayesian sequential testing problem of three hypotheses for Brownian motion
  • Zhitlukhin M.V., Shiryaev A.N.
  • в журнале Statistics and Risk Modeling, том 28, № 3, с. 227-249
• • 2008 On a stochastic version of the trading rule “buy and hold”
  • Novikov A.A., Shiryaev A.N.
  • в журнале Statistics and Risk Modeling, том 26, № 4, с. 289-302
• • 2006 Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
  • Shiryaev A.N., Feinberg E.A.
  • в журнале Statistics and Risk Modeling, том 24, № 4, с. 445-470
• • 2004 A remark on the quickest detection problems
  • Shiryaev A.N.
  • в журнале Statistics and Risk Modeling, том 22, № 1, с. 79-82
• • 2004 Confidence estimation of the covariance function of stationary and locally stationary processes
  • Giurcanu Mihai, Spokoiny Vladimir
  • в журнале Statistics and Risk Modeling, том 22, № 4, с. 283-300 DOI