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On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motionKordzakhia, Nino E.; Kutoyants, Yury A.; Novikov, Alexander A.; Hin, Lin-Yee · Statistics & Probability Letters · 2018
The optimal decision rule in the Kiefer-Weiss problem for a Brownian motionZhitlukhin, Mikhail V; Muravlev, Alexey A; Shiryaev, Albert N · Russian Mathematical Surveys · 2013
On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problemZhitlukhin, Mikhail V; Muravlev, Alexey A · Russian Mathematical Surveys · 2011