Sequential detection of a drift change in a wiener process

CONTINUOUS INSPECTION SCHEMES

1954 • 4,447 citations

The Theory of Stochastic Processes

1966 • 3,500 citations

The First Passage Problem for a Continuous Markov Process

1953 • 488 citations

The Effect of Serial Correlation on the Performance of CUSUM Tests

1974 • 268 citations

Cumulative Sum Tests: Theory and Practice

1969 • 145 citations

The Theory of Stochastic Processes

1967 • 112 citations

The Effect of Serial Correlation on the Performance of CUSUM Tests

1974 • 65 citations

Solutions for some diffusion processes with two barriers

1970 • 42 citations

The Effect of Serial Correlation on the Performance of CUSUM Tests II

1975 • 41 citations