Quickest detection HV Poor, O Hadjiliadis Cambridge University Press, 2008 | 963 | 2008 |
One shot schemes for decentralized quickest change detection O Hadjiliadis, H Zhang, HV Poor IEEE Transactions on Information Theory 55 (7), 3346-3359, 2009 | 101 | 2009 |
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups L Pospisil, J Vecer, O Hadjiliadis Stochastic Processes and their Applications 119 (8), 2563-2578, 2009 | 57 | 2009 |
Maximum drawdown insurance P Carr, H Zhang, O Hadjiliadis International Journal of Theoretical and Applied Finance 14 (08), 1195-1230, 2011 | 56 | 2011 |
Drawdowns preceding rallies in the Brownian motion model O Hadjiliadis, J Večeř Quantitative Finance 6 (5), 403-409, 2006 | 54 | 2006 |
Optimal and asymptotically optimal CUSUM rules for change point detection in the Brownian motion model with multiple alternatives O Hadjiliadis, V Moustakides Theory of Probability & Its Applications 50 (1), 75-85, 2006 | 54 | 2006 |
Drawdowns and the speed of market crash H Zhang, O Hadjiliadis Methodology and Computing in Applied Probability 14, 739-752, 2012 | 50 | 2012 |
Sequential classification in point clouds of urban scenes O Hadjiliadis, I Stamos Proc. 3DPVT, 2010 | 44 | 2010 |
Stochastic modeling and fair valuation of drawdown insurance H Zhang, T Leung, O Hadjiliadis Insurance: Mathematics and Economics 53 (3), 840-850, 2013 | 40 | 2013 |
Drawdowns and rallies in a finite time-horizon: drawdowns and rallies H Zhang, O Hadjiliadis Methodology and Computing in Applied Probability 12, 293-308, 2010 | 36 | 2010 |
Online algorithms for classification of urban objects in 3d point clouds I Stamos, O Hadjiliadis, H Zhang, T Flynn 2012 Second International Conference on 3D Imaging, Modeling, Processing …, 2012 | 28 | 2012 |
Robust online change-point detection in video sequences G Tsechpenakis, DN Metaxas, C Neidle, O Hadjiliadis Proceedings of the 2006 Conference on Computer Vision and Pattern …, 2006 | 19 | 2006 |
Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model O Hadjiliadis Journal of Applied Probability 42 (4), 1183-1193, 2005 | 19 | 2005 |
Venous thromboembolic disease after lung transplantation: special focus on sirolimus R Lingaraju, NP Blumenthal, J Mendez, O Hadjiliadis, JC Lee, VN Ahya, ... The Open Transplantation Journal 4 (1), 2010 | 17 | 2010 |
Quickest detection in coupled systems H Zhang, O Hadjiliadis, T Schäfer, HV Poor SIAM Journal on Control and Optimization 52 (3), 1567-1596, 2014 | 14 | 2014 |
Robustness of the N-CUSUM stopping rule in a Wiener disorder problem H Zhang, N Rodosthenous, O Hadjiliadis | 11 | 2015 |
Quickest detection in coupled systems O Hadjiliadis, T Schaefer, HV Poor Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held …, 2009 | 10 | 2009 |
On the best 2-CUSUM stopping rule for quickest detection of two-sided alternatives in a Brownian motion model O Hadjiliadis, VH Poor Теория вероятностей и ее применения 53 (3), 610-622, 2008 | 10 | 2008 |
Quickest detection in the Wiener disorder problem with post-change uncertainty H Yang, O Hadjiliadis, M Ludkovski Stochastics 89 (3-4), 654-685, 2017 | 7 | 2017 |
Quickest detection in a system with correlated noise H Zhang, O Hadjiliadis 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 4757-4763, 2012 | 7 | 2012 |