Optimal detection of changing properties of random sequences. II: Sequential detection
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Publication:1103576
zbMATH Open0645.93058MaRDI QIDQ1103576FDOQ1103576
Foundations and philosophical topics in statistics (62A01) Sequential estimation (62L12) Stopping times; optimal stopping problems; gambling theory (60G40) Sufficient statistics and fields (62B05) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)
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