Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes (Q4677100)
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scientific article; zbMATH DE number 2169660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes |
scientific article; zbMATH DE number 2169660 |
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Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes (English)
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20 May 2005
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optimal stopping rule
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expected gain
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semimartingale decomposition
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