Third-order asymptotic optimality of the generalized Shiryaev--Roberts changepoint detection procedures
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 3, pp. 534-565

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     author = {A. G. Tartakovskii and M. Pollak and A. S. Polunchenko},
     title = {Third-order asymptotic optimality of the generalized {Shiryaev--Roberts} changepoint detection procedures},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {534--565},
     publisher = {mathdoc},
     volume = {56},
     number = {3},
     year = {2011},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a5/}
}
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A. G. Tartakovskii; M. Pollak; A. S. Polunchenko. Third-order asymptotic optimality of the generalized Shiryaev--Roberts changepoint detection procedures. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 3, pp. 534-565. http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a5/