Sequential change-point detection in continuous time when the post-change drift is unknown (Q1380403): Difference between revisions
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Latest revision as of 23:32, 19 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)
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22 April 1999
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change point
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sequential detection
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Brownian motion
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Bayes risk
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tests of power one
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