On the disorder problem for a negative binomial process (Q5252243)
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scientific article; zbMATH DE number 6441358
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| default for all languages | No label defined |
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| English | On the disorder problem for a negative binomial process |
scientific article; zbMATH DE number 6441358 |
Statements
On the Disorder Problem for a Negative Binomial Process (English)
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29 May 2015
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negative binomial process
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Bayesian disorder problem
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stopping time
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optimal stopping problem
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integro-differential free-boundary problem
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smooth fit principle
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continuous fit principle
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regular boundary
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sequential detection
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0.7900879383087158
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0.7896252274513245
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0.7839300632476807
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