Neofytos Rodosthenous

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20142026

most citedBeating the Omega Clock: An Optimal Stopping Problem with Random Time-horizon under Spectrally Negative Lévy Models

17 citations · 61 across the 17 of their papers we have counts for

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math.ST2014★ 8 cited

Robustness of the $N$ -CUSUM stopping rule in a Wiener disorder problem

Hongzhong Zhang, Neofytos Rodosthenous, Olympia Hadjiliadis

We study a Wiener disorder problem of detecting the minimum of $N$ change-points in $N$ observation channels coupled by correlated noises. It is assumed that the observations in ea…

Robustness of the N-CUSUM stopping rule in a Wiener disorder problem

Robustness of the $N$ -CUSUM stopping rule in a Wiener disorder problem