Bayesian disorder problem for the Brownian bridge (Q2965810)
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scientific article; zbMATH DE number 6691827
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian disorder problem for the Brownian bridge |
scientific article; zbMATH DE number 6691827 |
Statements
Bayesian disorder problem for the Brownian bridge (English)
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3 March 2017
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Brownian bridge
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Bayesian disorder problem
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disorder time
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alarm time
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risk function
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optimal stopping time
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0.8665527701377869
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0.8412606120109558
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0.8378484845161438
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0.8305755853652954
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0.8043068051338196
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