On a Formulation of the Multiple"Disorder" Problem

DOI10.1137/S0040585X97976908MaRDI QIDQ4954361zbMATH OpenFDO

Authors A. F. Nikolaev

Publication date 6 June 2000

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97976908

zbMATH Keywords

decision functionsfiltrationsmultiple disorder

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov processes: estimation; hidden Markov models (62M05)

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