Sequential change-point detection in continuous time when the post-change drift is unknown (Q1380403)
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scientific article; zbMATH DE number 1123676
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| English | Sequential change-point detection in continuous time when the post-change drift is unknown |
scientific article; zbMATH DE number 1123676 |
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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0.9600662
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0.9413952
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0.94023484
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0.9394837
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0.93090725
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0.92389077
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0.92243284
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