scientific article; zbMATH DE number 850698

MaRDI QIDQ4867342zbMATH OpenFDO

Authors M. Beibel

Publication date 4 March 1996

zbMATH Keywords

minimax optimalityBrownian motionBayes riskdisruption problemBayes optimalityknown driftnormally distributed drift

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

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Cited in

(2)

• Model misspecification in discrete time Bayesian online change detection
• Optimality of the CUSUM procedure in continuous time.

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