Minimax optimality of Shiryaev-Roberts procedure for quickest drift change detection of a Brownian motion (Q4596534)
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scientific article; zbMATH DE number 6814900
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| English | Minimax optimality of Shiryaev-Roberts procedure for quickest drift change detection of a Brownian motion |
scientific article; zbMATH DE number 6814900 |
Statements
Minimax optimality of Shiryaev-Roberts procedure for quickest drift change detection of a Brownian motion (English)
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1 December 2017
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Brownian motion
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drift change detection
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minimax optimality
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quickest change detection
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Shiryaev-Roberts procedure
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0.9162985682487488
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0.8666017055511475
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0.8598237037658691
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0.8308517932891846
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