On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the problems of sequential statistical inference for Wiener processes with delayed observations |
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On the problems of sequential statistical inference for Wiener processes with delayed observations (English)
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2 November 2020
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sequential testing problem
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quickest change-point (disorder) detection problem
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weighted likelihood ratio
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(time-homogeneous) diffusion process
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delayed optimal stopping problem
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free-boundary problem
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change-of-variable formula with local time on curves
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