On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion (Q3556741)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion |
scientific article |
Statements
On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion (English)
0 references
26 April 2010
0 references
disorder problem
0 references
Brownian motion
0 references
minimax risk
0 references
asymptotical optimality of the first and second orders
0 references
