Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (Q4580434)
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scientific article; zbMATH DE number 6918587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time |
scientific article; zbMATH DE number 6918587 |
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Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (English)
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15 August 2018
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minimax optimality
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optimal stopping
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quasi-stationary distribution
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equential change-point detection
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Shiryaev-Roberts procedure
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