A remark on the quickest detection problems
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Publication:4659568
DOI10.1524/stnd.22.1.79.32716zbMath1067.62084OpenAlexW1536818140MaRDI QIDQ4659568
Publication date: 21 March 2005
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.22.1.79.32716
Statistical decision theory (62C99) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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