Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (Q5485892)

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scientific article; zbMATH DE number 5051459
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    Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
    scientific article; zbMATH DE number 5051459

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      Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models (English)
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      4 September 2006
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      asymptotic theory
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      continuous-time stochastic models
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      optimal stopping
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      sequential detection
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