Adaptive sampling for detecting a change point in the past (Q4013274)

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scientific article; zbMATH DE number 64056
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    Adaptive sampling for detecting a change point in the past
    scientific article; zbMATH DE number 64056

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      Adaptive sampling for detecting a change point in the past (English)
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      27 September 1992
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      dynamic sampling
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      adaptive sampling
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      change point
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      drift of Brownian motion
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      steepest descent method
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      Bayes estimator
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      discrete formulation
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      exponential rate of convergence
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