Sequential detection of a drift change in a wiener process

DOI10.1080/03610927508827289zbMath0318.62073OpenAlexW2029676352MaRDI QIDQ4080615

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Publication date: 1975

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927508827289

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential statistical analysis (62L10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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