Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model (Q1120232)
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scientific article; zbMATH DE number 4100444
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| English | Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model |
scientific article; zbMATH DE number 4100444 |
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Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model (English)
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1989
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CUSUM procedure
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Roberts-Shiryayev procedure
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dynamic sampling
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Brownian motion
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SPRT
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change point
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sampling rate
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time to false alarm
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0.8778067827224731
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0.8771218061447144
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0.8463614583015442
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