scientific article; zbMATH DE number 5509571
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Publication:3605066
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(13)- The shape of Bayes tests of power one
- Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model
- Detecting the presence of a random drift in Brownian motion
- Optimal real-time detection of a drifting Brownian coordinate
- An optimal sequential procedure for determining the drift of a Brownian motion among three values
- On confidence intervals for Brownian motion change point times
- On Chernoff's hypotheses testing problem for the drift of a Brownian motion
- On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion
- A note on Bayesian detection of change-points with an expected miss criterion
- scientific article; zbMATH DE number 4001257 (Why is no real title available?)
- Monotonicity and robustness in Wiener disorder detection
- Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
- Bounds for the Bayes risk for testing sequentially the sign of the drift parameter of a Wiener process
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