155 citations · 578 across the 27 of their papers we have counts for
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math.PR2010★ 2 cited
On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
Moshe Pollak, Alexander Tartakovsky
Let {M_n}_{n\ge 0}$ be a nonnegative Markov process with stationary transition probabilities. The quasistationary distributions referred to in this note are of the form Q_A(x) = li…
math.ST2010
Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures
Alexander G. Tartakovsky, Moshe Pollak, Aleksey S. Polunchenko
Several variations of the Shiryaev-Roberts detection procedure in the context of the simple changepoint problem are considered: starting the procedure at (the original Shir…