The following pages link to Adaptive Poisson disorder problem (Q862204):
Displayed 32 items.
- Sequential testing of simple hypotheses about compound Poisson processes (Q860706) (← links)
- Adaptive Poisson disorder problem (Q862204) (← links)
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
- Optimal time to change premiums (Q1006555) (← links)
- Sequential tracking of a hidden Markov chain using point process observations (Q1019610) (← links)
- Change-point detection for Lévy processes (Q1737954) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
- The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057) (← links)
- Multisource Bayesian sequential change detection (Q2426605) (← links)
- Sequential change detection revisited (Q2426623) (← links)
- Finite Horizon Decision Timing with Partially Observable Poisson Processes (Q2904311) (← links)
- Optimal Decision Rules for Product Recalls (Q2925336) (← links)
- On the perpetual American put options for level dependent volatility models with jumps (Q3169212) (← links)
- Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
- Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution (Q3630051) (← links)
- On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
- On optimal stopping of risk processes with regime switching (Q4898893) (← links)
- Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654) (← links)
- Quickest Detection with Discretely Controlled Observations (Q4982004) (← links)
- Disorder detection with costly observations (Q5086994) (← links)
- Sequential common change detection, isolation, and estimation in multiple poisson processes (Q5089389) (← links)
- Multi-dimensional sequential testing and detection (Q5094575) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise (Q5252225) (← links)
- Monotonicity and robustness in Wiener disorder detection (Q5379332) (← links)
- Sequential multi-hypothesis testing for compound Poisson processes (Q5451159) (← links)
- Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes (Q5879910) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- Compound Poisson disorder problem with uniformly distributed disorder time (Q6160977) (← links)
- Model misspecification in discrete time Bayesian online change detection (Q6164862) (← links)
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process (Q6184888) (← links)