scientific article; zbMATH DE number 4090630

MaRDI QIDQ3817477zbMATH OpenFDO

Authors Alexander Melnikov

Publication date 1988

zbMATH Keywords

disorder momentincreasing sequence of stopping timeslocally square integrable martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Non-Markovian processes: hypothesis testing (62M07)

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• The change-point problem for continuous martingales
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