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Publication:2782369
zbMath1001.62038MaRDI QIDQ2782369
Publication date: 15 December 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
filtering equationsoptimal stopping timesinnovation processesBrownian motion with random driftchange-point (disorder) detection problemsCUSUM and Shiryaev-Roberts statistics
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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