Optimality of the CUSUM procedure in continuous time. (Q1884615): Difference between revisions

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+W2090660158
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+A note on Ritov's Bayes approach to the minimax property of the cusum procedure
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+Extended optimality of sequential probability ratio tests
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+Procedures for Reacting to a Change in Distribution
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+Optimal stopping times for detecting changes in distributions
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+Stochastic differential equations. An introduction with applications.
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+CONTINUOUS INSPECTION SCHEMES
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+Quickest detection with exponential penalty for delay
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+Decision theoretic optimality of the cusum procedure
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+Q4172681
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+Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
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+Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process
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+Optimum Character of the Sequential Probability Ratio Test
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+On a Problem of Sequential Hypothesis Testing
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