Bruno Buonaguidi

Available identifiers

zbMath Open buonaguidi.brunoMaRDI QIDQ2078228

List of research outcomes

Publication	Date of Publication	Type
Bayesian quickest detection of credit card fraud	2024-02-27	Paper
Finite horizon sequential detection with exponential penalty for the delay	2023-07-26	Paper
An optimal sequential procedure for determining the drift of a Brownian motion among three values	2023-04-24	Paper
The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria	2022-08-30	Paper
On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay	2022-02-28	Paper
The disorder problem for purely jump Lévy processes with completely monotone jumps	2020-02-28	Paper
Dynamic optimality in optimal variance stopping problems	2018-07-27	Paper
Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index	2018-05-03	Paper
Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen	2017-05-16	Paper
Bayesian sequential testing for Lévy processes with diffusion and jump components	2016-11-25	Paper
On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay	2016-06-10	Paper
Optimal sequential testing for an inverse Gaussian process	2016-05-12	Paper
A remark on optimal variance stopping problems	2016-03-11	Paper
A Collocation Method for the Sequential Testing of a Gamma Process	2015-10-26	Paper
On the Disorder Problem for a Negative Binomial Process	2015-05-29	Paper
On the Wald's Sequential Probability Ratio Test for Lévy Processes	2013-10-18	Paper
Sequential Testing Problems for Lévy Processes	2013-04-22	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Bruno Buonaguidi