Ernst, Philip A.

1. Quickest Real-Time Detection of Multiple Brownian Drifts
   2023/05/09 by Philip Ernst, Ernst, Philip A., Hongwei Mei +3 · 3 citations
   Economics, Econometrics and Finance · #60G40 #60H30 #60J65 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
2. The Gapeev-Shiryaev Conjecture
   2024/05/02 by Ernst, Philip A., Peskir, Goran · 2 citations
   #35K65 #60H20. Secondary: 35H10 #60J60 #62C10 #FOS: Mathematics #Primary: 60G40 #Probability (math.PR) #Statistics Theory (math.ST)
3. Yule's "nonsense correlation" for Gaussian random walks
   2021/03/10 by Philip Ernst, Dongzhou Huang, Ernst, Philip A. +3 · 1 citation
   Mathematics · #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics