Sequential change-point detection in continuous time when the post-change drift is unknown (Q1380403): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential change-point detection in continuous time when the post-change drift is unknown |
scientific article |
Statements
Sequential change-point detection in continuous time when the post-change drift is unknown (English)
0 references
22 April 1999
0 references
change point
0 references
sequential detection
0 references
Brownian motion
0 references
Bayes risk
0 references
tests of power one
0 references
